CJ Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:46.36% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7685 | 6.28 | |
| 0.0783 | 7.03 | |
| 0.8791 | 42.15 | |
| 0.0112 | 0.29 | |
| 0.0391 | 0.68 | |
| -0.1728 | -3.93 | |
| 0.2269 | 5.27 | |
| -0.1702 | -4.18 | |
| 0.1165 | 3.11 | |
| -0.1091 | -2.99 | |
| 0.1380 | 3.43 | |
| -0.1220 | -3.78 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities