Valvoline Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.78% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3955 | 8.36 | |
| 0.0417 | 7.62 | |
| 0.8014 | 68.27 | |
| 0.0899 | 4.41 |
Estimation Period:
Sep 23, 2016 to Feb 13, 2026
Sep 23, 2016 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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