CAE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.09% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 4.30 | |
| 0.0121 | 9.21 | |
| 0.9706 | 741.44 | |
| 0.0279 | 7.48 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities