Capital Southwest Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.49% (-0.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2160 | 15.43 | |
| 0.0993 | 17.43 | |
| 0.8025 | 166.40 | |
| 0.0844 | 7.09 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Capital Southwest Corp Analyses
Other GJR-GARCH Analyses on Equities