Cmk Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.35% (-2.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4167 | 25.84 | |
| 0.0714 | 19.18 | |
| 0.8361 | 210.81 | |
| 0.0876 | 9.80 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
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