Fortune Brands Innovations Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.45% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0574 | 14.20 | |
| 0.0241 | 9.51 | |
| 0.9258 | 345.19 | |
| 0.0764 | 12.13 |
Estimation Period:
Sep 16, 2011 to Feb 6, 2026
Sep 16, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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