Quanex Building Products Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.55% (+0.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2805 | 18.89 | |
| 0.0292 | 14.02 | |
| 0.8811 | 230.83 | |
| 0.0993 | 13.51 |
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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