Cisco Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:65.91% (-3.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1245 | 13.49 | |
| 0.0603 | 21.35 | |
| 0.8857 | 352.88 | |
| 0.0762 | 9.29 |
Estimation Period:
Feb 19, 1990 to Feb 13, 2026
Feb 19, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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