Walker & Dunlop Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.27% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0330 | 11.66 | |
| 0.0782 | 7.90 | |
| 0.7097 | 42.30 | |
| 0.0616 | 3.08 |
Estimation Period:
Dec 15, 2010 to Feb 6, 2026
Dec 15, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Walker & Dunlop Inc Analyses
Other GJR-GARCH Analyses on Equities