Phinia Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.34% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5872 | 11.24 | |
| 0.0183 | 2.59 | |
| 0.8430 | 69.26 | |
| 0.0294 | 1.54 |
Estimation Period:
Jul 5, 2023 to Feb 13, 2026
Jul 5, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities