Commercial Metals Co GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:37.40% (-1.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 5.3233 | 5.94 | |
| 0.0528 | 46.72 | |
| 0.9950 | 1,201.68 | |
| 5.8693 | 12.28 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
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