Eagle Materials Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:40.97% (-1.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1761 | 18.64 | |
| 0.0518 | 7.83 | |
| 0.8794 | 171.97 | |
| 0.0782 | 7.53 |
Estimation Period:
Apr 12, 1994 to Feb 6, 2026
Apr 12, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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