General Motors Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.46% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0396 | 8.98 | |
| 0.0124 | 8.37 | |
| 0.9605 | 428.03 | |
| 0.0382 | 8.33 |
Estimation Period:
Nov 18, 2010 to Feb 6, 2026
Nov 18, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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