Dauch Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:65.55% (+14.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0758 | 15.03 | |
| 0.0364 | 15.60 | |
| 0.9352 | 498.77 | |
| 0.0494 | 10.16 |
Estimation Period:
Jan 29, 1999 to Jan 23, 2026
Jan 29, 1999 to Jan 23, 2026
News Impact Curve
Volatility Forecasts
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