WW Grainger Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.07% (-0.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0285 | 11.53 | |
| 0.1060 | 30.25 | |
| 0.9794 | 802.77 | |
| -0.0450 | -14.69 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on Equities