Automatic Data Processing Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
26.72%
decreased by 0.71%
1 Week
26.69%
decreased by 0.74%
1 Month
26.57%
decreased by 0.86%
Analysis last updated: Tuesday, June 9, 2026 at 09:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0366 | 15.14 | |
| 0.0236 | 13.55 | |
| 0.9304 | 478.59 | |
| 0.0637 | 13.51 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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