State Street Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.09% (-1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1014 | 20.49 | |
| 0.0413 | 16.62 | |
| 0.8977 | 346.74 | |
| 0.0850 | 15.10 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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