Roadrunner Transportation Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:87.18% (+5.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2127 | 9.81 | |
| 0.0373 | 6.10 | |
| 0.9288 | 230.59 | |
| 0.0678 | 6.95 |
Estimation Period:
May 13, 2010 to Feb 6, 2026
May 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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