Garrett Motion Inc. EGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:34.68% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 5.63 | |
| 0.1181 | 15.67 | |
| 0.9919 | 743.55 | |
| -0.0469 | -6.58 |
Estimation Period:
Sep 17, 2018 to Feb 6, 2026
Sep 17, 2018 to Feb 6, 2026
News Impact Curve
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