Cs Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:61.20% (+7.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5233 | 16.82 | |
| 0.1220 | 16.84 | |
| 0.8580 | 167.64 | |
| -0.0192 | -2.08 |
Estimation Period:
Jan 26, 2005 to Feb 13, 2026
Jan 26, 2005 to Feb 13, 2026
News Impact Curve
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