Crane Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.30% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0991 | 16.70 | |
| 0.0169 | 11.96 | |
| 0.9200 | 371.28 | |
| 0.0786 | 17.83 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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