Csbc Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:41.14% (+3.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0658 | 12.94 | |
| 0.1102 | 14.24 | |
| 0.8955 | 195.32 | |
| -0.0376 | -3.98 |
Estimation Period:
Dec 23, 2008 to Feb 6, 2026
Dec 23, 2008 to Feb 6, 2026
News Impact Curve
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