Carpenter Technology Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:53.15% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0369 | 12.57 | |
| 0.8503 | 130.94 | |
| 0.0802 | 16.74 | |
| 0.0071 | 2.74 | |
| 0.0181 | 5.62 | |
| 0.9813 | 278.95 |
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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