Ingevity Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:33.35% (-0.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2011 | 9.47 | |
| 0.0000 | 0.00 | |
| 0.9261 | 255.40 | |
| 0.0990 | 13.04 |
Estimation Period:
May 2, 2016 to Feb 6, 2026
May 2, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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