EPAM Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.56% (-4.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3641 | 8.15 | |
| 0.0013 | 0.54 | |
| 0.8863 | 119.06 | |
| 0.1374 | 9.42 |
Estimation Period:
Feb 8, 2012 to Feb 6, 2026
Feb 8, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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