Universal Corp/VA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.52% (-12.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5457 | 21.87 | |
| 0.1267 | 13.91 | |
| 0.6877 | 70.98 | |
| 0.0544 | 4.01 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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