Garrett Motion Inc. Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:29.94% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1577 | 6.55 | |
| 0.1063 | 3.65 | |
| 0.5256 | 4.07 | |
| 1.9329 | 1.58 | |
| 0.0027 | 0.00 | |
| -6.2907 | -3.95 | |
| 6.0272 | 4.03 | |
| -0.2999 | -0.23 | |
| -3.4467 | -2.98 | |
| 3.7968 | 2.96 | |
| -2.4571 | -1.57 | |
| 1.8962 | 1.00 | |
| -4.0126 | -1.42 |
Estimation Period:
Sep 17, 2018 to Feb 6, 2026
Sep 17, 2018 to Feb 6, 2026
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