Cas GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.06% (+2.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2294 | 18.43 | |
| 0.1681 | 22.02 | |
| 0.8511 | 245.90 | |
| -0.0382 | -3.06 |
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Jan 19, 2001 to Feb 6, 2026
News Impact Curve
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