Citi Trends Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.01% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1338 | 9.86 | |
| 0.0094 | 5.01 | |
| 0.9613 | 370.87 | |
| 0.0387 | 9.92 |
Estimation Period:
May 18, 2005 to Feb 6, 2026
May 18, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Citi Trends Inc Analyses
Other GJR-GARCH Analyses on Equities