BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:25.14% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7422 | 13.73 | |
| 0.1315 | 6.99 | |
| 0.5697 | 26.14 | |
| 0.1440 | 3.74 |
Estimation Period:
Jun 26, 2020 to Feb 13, 2026
Jun 26, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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