Travel + Leisure Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:27.98% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0699 | 6.73 | |
| 0.0175 | 8.18 | |
| 0.9301 | 354.32 | |
| 0.0814 | 9.89 |
Estimation Period:
Jul 19, 2006 to Feb 6, 2026
Jul 19, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Travel + Leisure Co Analyses
Other GJR-GARCH Analyses on Equities