Crescent Star Insurance GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:75.57% (-4.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8616 | 12.93 | |
| 0.0914 | 11.64 | |
| 0.8514 | 141.10 | |
| 0.0395 | 2.41 |
Estimation Period:
May 8, 2013 to Feb 6, 2026
May 8, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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