CSX Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:20.24% (-0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0757 | 11.80 | |
| 0.0137 | 10.46 | |
| 0.9206 | 260.19 | |
| 0.0960 | 15.14 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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