Snap-on Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.16% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0873 | 12.49 | |
| 0.0044 | 3.31 | |
| 0.9223 | 373.87 | |
| 0.0923 | 17.77 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities