Enpro Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.77% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2155 | 15.46 | |
| 0.0971 | 14.62 | |
| 0.8522 | 144.24 | |
| 0.0499 | 5.60 |
Estimation Period:
May 27, 2002 to Feb 6, 2026
May 27, 2002 to Feb 6, 2026
News Impact Curve
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