Crawford & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:28.86% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0778 | 17.22 | |
| 0.0801 | 20.50 | |
| 0.9040 | 363.49 | |
| 0.0270 | 4.05 |
Estimation Period:
Jul 25, 1990 to Feb 13, 2026
Jul 25, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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