Embecta Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.63% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.0000 | 5.40 | |
| 0.0407 | 3.10 | |
| 0.5637 | 7.59 | |
| -0.0407 | -2.85 |
Estimation Period:
Apr 1, 2022 to Feb 6, 2026
Apr 1, 2022 to Feb 6, 2026
News Impact Curve
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