TransUnion GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:68.23% (-2.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1055 | 6.99 | |
| 0.0000 | 0.00 | |
| 0.9170 | 203.51 | |
| 0.1309 | 9.14 |
Estimation Period:
Jun 25, 2015 to Feb 6, 2026
Jun 25, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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