Waters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.84% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1320 | 13.78 | |
| 0.0173 | 8.33 | |
| 0.9006 | 291.85 | |
| 0.1331 | 12.22 |
Estimation Period:
Nov 20, 1995 to Feb 6, 2026
Nov 20, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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