Commercial Vehicle Group Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.31% (+0.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0626 | 6.14 | |
| 0.0105 | 7.48 | |
| 0.9680 | 614.62 | |
| 0.0358 | 10.00 |
Estimation Period:
Aug 5, 2004 to Feb 6, 2026
Aug 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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