Cosmo Ferrites GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:59.96% (+6.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0407 | 14.65 | |
| 0.1070 | 13.16 | |
| 0.8205 | 111.74 | |
| 0.0097 | 0.63 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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