Simpson Manufacturing Co Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:30.89% (-1.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1556 | 13.38 | |
| 0.0373 | 15.92 | |
| 0.8904 | 193.66 | |
| 0.0860 | 12.52 |
Estimation Period:
May 26, 1994 to Feb 6, 2026
May 26, 1994 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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