Central Pacific Financial Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (-0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0326 | 10.10 | |
| 0.0337 | 14.53 | |
| 0.9376 | 468.59 | |
| 0.0531 | 11.29 |
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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