CJ Logistics Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:70.24% (-1.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0687 | 18.06 | |
| 0.0463 | 17.30 | |
| 0.9435 | 345.10 | |
| 0.0049 | 1.20 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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