CaliberCos Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:92.65% (+0.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3455 | 5.86 | |
| 0.0491 | 3.32 | |
| 0.8475 | 57.60 | |
| 0.1566 | 3.85 |
Estimation Period:
May 17, 2023 to Feb 6, 2026
May 17, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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