Cic39 Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:34.03% (-0.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0483 | 10.71 | |
| 0.0805 | 13.33 | |
| 0.9190 | 286.04 | |
| -0.0199 | -2.12 |
Estimation Period:
May 8, 2013 to Feb 13, 2026
May 8, 2013 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities