Ccc Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:48.01% (-0.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0622 | 10.99 | |
| 0.0224 | 12.29 | |
| 0.9554 | 503.39 | |
| 0.0285 | 6.06 |
Estimation Period:
Dec 17, 2004 to Feb 6, 2026
Dec 17, 2004 to Feb 6, 2026
News Impact Curve
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