Cameo Communicatio GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.45% (-2.05%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2623 | 19.76 | |
| 0.1074 | 20.81 | |
| 0.8432 | 167.36 | |
| 0.0053 | 0.54 |
Estimation Period:
Aug 1, 2003 to Feb 6, 2026
Aug 1, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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