CJ Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.19% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7698 | 6.32 | |
| 0.0785 | 7.00 | |
| 0.8785 | 41.69 | |
| 0.0111 | 0.29 | |
| 0.0399 | 0.70 | |
| -0.1742 | -3.96 | |
| 0.2281 | 5.29 | |
| -0.1710 | -4.19 | |
| 0.1173 | 3.12 | |
| -0.1101 | -3.00 | |
| 0.1392 | 3.44 | |
| -0.1229 | -3.77 |
Estimation Period:
Jan 3, 1990 to Jan 30, 2026
Jan 3, 1990 to Jan 30, 2026
News Impact Curve
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