CMS Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:17.21% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 13.11 | |
| 0.0367 | 12.08 | |
| 0.9348 | 540.63 | |
| 0.0432 | 7.28 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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