WW Grainger Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.92% (+21.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1208 | 19.50 | |
| 0.0356 | 18.54 | |
| 0.8882 | 251.48 | |
| 0.0758 | 12.19 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities