Janus International Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:49.09% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0082 | 7.30 | |
| 0.0117 | 3.39 | |
| 0.9902 | 834.24 | |
| -0.0039 | -0.74 |
Estimation Period:
Nov 8, 2019 to Feb 13, 2026
Nov 8, 2019 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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