Owens Corning GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:31.14% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0833 | 11.40 | |
| 0.0246 | 10.09 | |
| 0.9347 | 418.96 | |
| 0.0490 | 8.03 |
Estimation Period:
Oct 13, 2006 to Feb 6, 2026
Oct 13, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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