Caleres, Inc. GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:59.82% (-0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0189 | 6.08 | |
| 0.0027 | 2.76 | |
| 0.9789 | 1,422.79 | |
| 0.0345 | 18.39 |
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Jan 1, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Caleres, Inc. Analyses
Other GJR-GARCH Analyses on Equities