CAE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.54% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 4.30 | |
| 0.0121 | 9.21 | |
| 0.9706 | 742.61 | |
| 0.0279 | 7.47 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
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