Value Line Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.65% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1361 | 21.08 | |
| 0.0788 | 21.07 | |
| 0.9052 | 444.60 | |
| 0.0130 | 1.73 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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