Citizens Inc/TX GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:39.57% (-1.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2738 | 22.38 | |
| 0.0907 | 25.76 | |
| 0.8621 | 332.10 | |
| 0.0591 | 7.72 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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