CFG Bank SA GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:22.63% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5320 | 13.58 | |
| 0.3195 | 5.31 | |
| 0.1585 | 4.10 | |
| -0.2570 | -3.71 |
Estimation Period:
Dec 18, 2023 to Feb 6, 2026
Dec 18, 2023 to Feb 6, 2026
News Impact Curve
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