Crown Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.53% (-0.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0455 | 14.25 | |
| 0.0130 | 7.98 | |
| 0.9384 | 519.01 | |
| 0.0794 | 21.39 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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