Morningstar Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:46.07% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 6.01 | |
| 0.0114 | 10.11 | |
| 0.9671 | 473.85 | |
| 0.0338 | 6.97 |
Estimation Period:
May 3, 2005 to Feb 6, 2026
May 3, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Morningstar Inc Analyses
Other GJR-GARCH Analyses on Equities