Cabot Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:36.00% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0893 | 15.13 | |
| 0.0256 | 16.55 | |
| 0.9304 | 405.57 | |
| 0.0510 | 13.41 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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