FTI Consulting Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.45% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5854 | 15.66 | |
| 0.0730 | 12.86 | |
| 0.7541 | 83.46 | |
| 0.2527 | 10.34 |
Estimation Period:
May 9, 1996 to Feb 6, 2026
May 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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