Chesapeake Utilities Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.40% (+1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0511 | 18.43 | |
| 0.0701 | 23.62 | |
| 0.8786 | 328.45 | |
| 0.0740 | 9.78 |
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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