Cacco Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:38.92% (-4.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5397 | 14.24 | |
| 0.3030 | 8.10 | |
| 0.4714 | 19.78 | |
| -0.0241 | -0.37 |
Estimation Period:
Dec 17, 2020 to Feb 13, 2026
Dec 17, 2020 to Feb 13, 2026
News Impact Curve
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