Cass Information Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:26.15% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3520 | 13.96 | |
| 0.1168 | 17.44 | |
| 0.7974 | 103.59 | |
| 0.0317 | 2.13 |
Estimation Period:
Jan 17, 1996 to Feb 6, 2026
Jan 17, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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