ITT Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.06% (+0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0753 | 7.45 | |
| 0.0007 | 0.51 | |
| 0.9340 | 461.25 | |
| 0.0876 | 12.54 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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