CSX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:20.72% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0759 | 11.79 | |
| 0.0138 | 10.48 | |
| 0.9205 | 259.81 | |
| 0.0959 | 15.12 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities