Cirrus Aircraft Limited GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, October 27th, 2025:48.19% (-2.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2120 | 3.93 | |
| 0.1841 | 5.91 | |
| 0.8912 | 84.72 | |
| -0.1505 | -4.14 |
Estimation Period:
Jul 12, 2024 to Oct 24, 2025
Jul 12, 2024 to Oct 24, 2025
News Impact Curve
Volatility Forecasts
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