Fair Isaac Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:61.17% (-4.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6671 | 10.72 | |
| 0.0557 | 11.69 | |
| 0.8131 | 124.60 | |
| 0.1402 | 9.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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