CACI International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:38.87% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0253 | 10.01 | |
| 0.0168 | 13.54 | |
| 0.9718 | 723.63 | |
| 0.0143 | 5.62 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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