CMB Tech NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.15% (+1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1519 | 7.44 | |
| 0.0898 | 16.21 | |
| 0.8947 | 186.56 | |
| -0.0037 | -0.39 |
Estimation Period:
Jan 23, 2015 to Feb 6, 2026
Jan 23, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities