Novanta Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.60% (+3.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5457 | 14.23 | |
| 0.0806 | 7.21 | |
| 0.7999 | 90.37 | |
| 0.1182 | 5.50 |
Estimation Period:
Jan 1, 1998 to Feb 13, 2026
Jan 1, 1998 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities