Encompass Health Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.81% (+1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0420 | 9.54 | |
| 0.0173 | 10.78 | |
| 0.9513 | 700.49 | |
| 0.0568 | 15.66 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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