Cato Corp/The GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:50.33% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0337 | 9.35 | |
| 0.0194 | 15.52 | |
| 0.9723 | 894.50 | |
| 0.0104 | 5.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cato Corp/The Analyses
Other GJR-GARCH Analyses on Equities