New Jersey Resources Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.56% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0657 | 22.84 | |
| 0.0413 | 15.38 | |
| 0.8956 | 307.44 | |
| 0.0541 | 9.18 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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