Rexnord Electroncis GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:46.23% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2372 | 13.60 | |
| 0.0731 | 13.29 | |
| 0.9087 | 261.73 | |
| 0.0108 | 0.97 |
Estimation Period:
Jun 13, 2012 to Feb 6, 2026
Jun 13, 2012 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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