Organon & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:44.89% (-0.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4466 | 6.44 | |
| 0.0244 | 3.26 | |
| 0.9044 | 93.33 | |
| 0.0242 | 2.02 |
Estimation Period:
May 14, 2021 to Feb 6, 2026
May 14, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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