Casa Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.19% (-0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1863 | 11.49 | |
| 0.2453 | 12.84 | |
| 0.7451 | 75.50 | |
| -0.0204 | -0.65 |
Estimation Period:
Oct 31, 2017 to Feb 13, 2026
Oct 31, 2017 to Feb 13, 2026
News Impact Curve
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