CJ Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:47.20% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7674 | 6.25 | |
| 0.0784 | 7.04 | |
| 0.8791 | 42.24 | |
| 0.0108 | 0.28 | |
| 0.0396 | 0.69 | |
| -0.1730 | -3.93 | |
| 0.2270 | 5.27 | |
| -0.1703 | -4.18 | |
| 0.1166 | 3.11 | |
| -0.1092 | -2.99 | |
| 0.1382 | 3.43 | |
| -0.1223 | -3.78 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
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