Waters Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:66.98% (-3.48%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1440 | 14.77 | |
| 0.0188 | 8.76 | |
| 0.8945 | 284.59 | |
| 0.1412 | 12.63 |
Estimation Period:
Nov 20, 1995 to Feb 20, 2026
Nov 20, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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