City Auto Corporation GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.64% (-2.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1493 | 13.25 | |
| 0.1354 | 12.34 | |
| 0.8400 | 125.83 | |
| -0.0176 | -1.08 |
Estimation Period:
May 30, 2017 to Feb 6, 2026
May 30, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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