BIG Banc Split COR CL Shares GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.99% (+3.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7537 | 13.77 | |
| 0.1330 | 6.99 | |
| 0.5663 | 25.80 | |
| 0.1420 | 3.66 |
Estimation Period:
Jun 26, 2020 to Feb 6, 2026
Jun 26, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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