Citizens Development Busines GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.48% (-3.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6577 | 16.57 | |
| 0.1194 | 12.08 | |
| 0.7846 | 100.00 | |
| 0.0386 | 1.99 |
Estimation Period:
Sep 12, 2011 to Feb 6, 2026
Sep 12, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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