Eastman Chemical Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.36% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0304 | 7.27 | |
| 0.0036 | 3.23 | |
| 0.9623 | 663.64 | |
| 0.0537 | 19.97 |
Estimation Period:
Dec 14, 1993 to Feb 6, 2026
Dec 14, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities