Consec Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.52% (-0.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0497 | 9.09 | |
| 0.0734 | 15.01 | |
| 0.9276 | 354.99 | |
| -0.0020 | -0.23 |
Estimation Period:
Jan 20, 1995 to Feb 13, 2026
Jan 20, 1995 to Feb 13, 2026
News Impact Curve
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