MSC Industrial Direct Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.48% (-0.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0296 | 9.33 | |
| 0.0168 | 11.63 | |
| 0.9563 | 689.99 | |
| 0.0421 | 12.81 |
Estimation Period:
Dec 15, 1995 to Feb 6, 2026
Dec 15, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MSC Industrial Direct Co Inc Analyses
Other GJR-GARCH Analyses on Equities