CMS Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:17.34% (+1.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0200 | 13.12 | |
| 0.0368 | 12.09 | |
| 0.9347 | 539.97 | |
| 0.0432 | 7.27 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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