Rogers Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:35.71% (-2.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7827 | 23.36 | |
| 0.1632 | 18.46 | |
| 0.6731 | 69.33 | |
| 0.0959 | 6.75 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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