Commercial Metals Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.95% (+0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0228 | 11.01 | |
| 0.0248 | 19.49 | |
| 0.9503 | 781.51 | |
| 0.0464 | 14.25 |
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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