Parker-Hannifin Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.09% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0971 | 17.70 | |
| 0.0043 | 1.78 | |
| 0.9279 | 289.80 | |
| 0.0880 | 20.62 |
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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