Parker-Hannifin Corp GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.46%
decreased by 0.39%
1 Week
26.75%
decreased by 0.10%
1 Month
27.71%
increased by 0.86%
Analysis last updated: Tuesday, June 9, 2026 at 09:44 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0980 | 17.82 | |
| 0.0043 | 1.78 | |
| 0.9275 | 289.48 | |
| 0.0884 | 20.67 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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