Cisco Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:26.65% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4266 | 6.61 | |
| 0.1387 | 4.32 | |
| 0.6576 | 15.65 | |
| 0.0311 | 0.42 |
Estimation Period:
Jan 23, 2025 to Feb 6, 2026
Jan 23, 2025 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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