Cisco Systems Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.80% (+0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1145 | 12.85 | |
| 0.0518 | 21.54 | |
| 0.8938 | 392.01 | |
| 0.0780 | 10.19 |
Estimation Period:
Feb 19, 1990 to Feb 6, 2026
Feb 19, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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