CJ Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.33% (-0.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7544 | 6.16 | |
| 0.0781 | 7.00 | |
| 0.8790 | 41.98 | |
| 0.0019 | 0.05 | |
| 0.0559 | 0.98 | |
| -0.1880 | -4.35 | |
| 0.2420 | 5.70 | |
| -0.1834 | -4.52 | |
| 0.1244 | 3.30 | |
| -0.1078 | -2.76 | |
| 0.1228 | 2.47 | |
| -0.0775 | -1.18 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
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