CTS Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.83% (+0.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0394 | 12.93 | |
| 0.0291 | 19.24 | |
| 0.9482 | 642.42 | |
| 0.0382 | 11.22 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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