BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:22.61% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7381 | 13.71 | |
| 0.1313 | 7.00 | |
| 0.5712 | 26.23 | |
| 0.1426 | 3.71 |
Estimation Period:
Jun 26, 2020 to Feb 20, 2026
Jun 26, 2020 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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