CRA International Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.74% (-2.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4345 | 19.97 | |
| 0.1018 | 14.30 | |
| 0.6722 | 63.68 | |
| 0.1178 | 6.69 |
Estimation Period:
Apr 24, 1998 to Feb 6, 2026
Apr 24, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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