Crystal Insurance Company GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.80% (-2.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2961 | 6.55 | |
| 0.0889 | 10.98 | |
| 0.8449 | 136.32 | |
| 0.0867 | 3.83 |
Estimation Period:
Dec 21, 2020 to Feb 5, 2026
Dec 21, 2020 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other Crystal Insurance Company Analyses
Other GJR-GARCH Analyses on International Equities