CJ Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:44.27% (-0.60%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7679 | 6.26 | |
| 0.0784 | 7.03 | |
| 0.8790 | 42.16 | |
| 0.0109 | 0.29 | |
| 0.0395 | 0.69 | |
| -0.1730 | -3.93 | |
| 0.2270 | 5.27 | |
| -0.1703 | -4.18 | |
| 0.1166 | 3.11 | |
| -0.1092 | -2.99 | |
| 0.1381 | 3.42 | |
| -0.1224 | -3.75 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities