Masco Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.99% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0273 | 9.64 | |
| 0.0084 | 7.70 | |
| 0.9639 | 834.51 | |
| 0.0446 | 18.24 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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