NewMarket Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.19% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0090 | 5.77 | |
| 0.0116 | 10.12 | |
| 0.9810 | 984.93 | |
| 0.0129 | 7.30 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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