Garrett Motion Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.14% (-0.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1030 | 5.81 | |
| 0.0177 | 4.82 | |
| 0.9436 | 246.43 | |
| 0.0637 | 8.71 |
Estimation Period:
Sep 17, 2018 to Feb 6, 2026
Sep 17, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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