Ingersoll Rand Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
35.95%
decreased by 1.12%
1 Week
35.78%
decreased by 1.29%
1 Month
35.26%
decreased by 1.81%
Analysis last updated: Saturday, June 13, 2026 at 12:10 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2043 | 9.48 | |
| 0.0050 | 1.61 | |
| 0.9018 | 162.81 | |
| 0.0969 | 8.12 |
Estimation Period:
May 12, 2017 to Jun 12, 2026
May 12, 2017 to Jun 12, 2026
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