H2O America GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.60% (+1.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0361 | 19.38 | |
| 0.0600 | 19.53 | |
| 0.9142 | 369.38 | |
| 0.0359 | 6.13 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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