General Motors Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:33.66% (-0.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0395 | 8.99 | |
| 0.0124 | 8.42 | |
| 0.9605 | 429.19 | |
| 0.0381 | 8.30 |
Estimation Period:
Nov 18, 2010 to Feb 13, 2026
Nov 18, 2010 to Feb 13, 2026
News Impact Curve
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