WW Grainger Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.01% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1211 | 19.66 | |
| 0.0375 | 18.65 | |
| 0.8880 | 250.58 | |
| 0.0722 | 11.71 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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