Commercial Metals Co GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.22% (-0.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0242 | 16.70 | |
| 0.0554 | 33.70 | |
| 0.9425 | 612.82 |
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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