Rockwell Automation Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
30.24%
decreased by 0.61%
1 Week
30.41%
decreased by 0.44%
1 Month
30.97%
increased by 0.12%
Analysis last updated: Tuesday, June 9, 2026 at 09:45 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1223 | 16.09 | |
| 0.0164 | 9.95 | |
| 0.9121 | 389.60 | |
| 0.0873 | 15.67 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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