PPG Industries Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.37% (-0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0698 | 16.76 | |
| 0.0276 | 13.25 | |
| 0.9064 | 400.20 | |
| 0.0849 | 14.17 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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