CGI Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:37.65% (-4.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.0968 | 16.91 | |
| 0.6954 | 52.49 | |
| 0.0970 | 10.11 | |
| 0.0076 | 2.59 | |
| 0.0191 | 6.11 | |
| 0.9794 | 309.15 |
Estimation Period:
Apr 21, 1992 to Feb 13, 2026
Apr 21, 1992 to Feb 13, 2026
News Impact Curve
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