CSX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.73% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0761 | 11.78 | |
| 0.0139 | 10.53 | |
| 0.9204 | 259.27 | |
| 0.0958 | 15.08 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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