Vontier Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:30.97% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2309 | 8.26 | |
| 0.0030 | 0.82 | |
| 0.9039 | 121.36 | |
| 0.0530 | 5.47 |
Estimation Period:
Sep 25, 2020 to Feb 6, 2026
Sep 25, 2020 to Feb 6, 2026
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