Chipotle Mexican Grill Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:39.58% (-0.26%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0860 | 8.66 | |
| 0.0000 | 0.00 | |
| 0.9645 | 402.36 | |
| 0.0431 | 12.64 |
Estimation Period:
Jan 26, 2006 to Feb 20, 2026
Jan 26, 2006 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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