Cresco Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:41.28% (+4.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1857 | 15.19 | |
| 0.0761 | 15.07 | |
| 0.8977 | 247.92 | |
| 0.0166 | 1.91 |
Estimation Period:
Jul 29, 1997 to Feb 13, 2026
Jul 29, 1997 to Feb 13, 2026
News Impact Curve
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