Vistra Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.95% (+1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1906 | 9.46 | |
| 0.1464 | 9.10 | |
| 0.8318 | 85.81 | |
| 0.0282 | 0.89 |
Estimation Period:
Oct 4, 2016 to Feb 6, 2026
Oct 4, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities