Circus SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:58.69% (-6.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5844 | 10.48 | |
| 0.4474 | 6.52 | |
| 0.6580 | 47.70 | |
| -0.2109 | -1.66 |
Estimation Period:
Dec 22, 2023 to Feb 13, 2026
Dec 22, 2023 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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