CAE Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:32.85% (+1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0190 | 4.31 | |
| 0.0121 | 9.22 | |
| 0.9705 | 740.84 | |
| 0.0280 | 7.48 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
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