Steel Dynamics Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:36.31% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1037 | 12.75 | |
| 0.0199 | 12.65 | |
| 0.9403 | 475.87 | |
| 0.0549 | 12.97 |
Estimation Period:
Nov 22, 1996 to Feb 6, 2026
Nov 22, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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