Colorado SA GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.80% (-4.03%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8262 | 20.40 | |
| 0.2437 | 11.85 | |
| 0.6446 | 51.02 | |
| -0.0150 | -0.56 |
Estimation Period:
Nov 1, 2006 to Feb 6, 2026
Nov 1, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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