CMS Energy Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.38% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0199 | 13.06 | |
| 0.0366 | 12.06 | |
| 0.9347 | 540.63 | |
| 0.0433 | 7.29 |
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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