Wabtec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:23.28% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1044 | 16.04 | |
| 0.0263 | 12.73 | |
| 0.9178 | 351.26 | |
| 0.0769 | 13.87 |
Estimation Period:
Jun 16, 1995 to Feb 6, 2026
Jun 16, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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