Cmo Pcl GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:75.45% (-1.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6100 | 16.13 | |
| 0.1699 | 14.25 | |
| 0.8339 | 140.08 | |
| -0.0742 | -4.63 |
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Oct 8, 2004 to Feb 6, 2026
News Impact Curve
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