FactSet Research Systems Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.56% (-6.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1543 | 21.11 | |
| 0.1330 | 32.21 | |
| 0.8406 | 203.19 |
Estimation Period:
Jun 28, 1996 to Feb 6, 2026
Jun 28, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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