Federal-Mogul Izmit Piston GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:42.07% (+0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6117 | 20.68 | |
| 0.2366 | 26.04 | |
| 0.7632 | 162.01 | |
| -0.0500 | -3.20 |
Estimation Period:
Dec 30, 1994 to Feb 6, 2026
Dec 30, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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