CoreCivic Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.89% (-1.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6547 | 3.71 | |
| 0.1058 | 6.11 | |
| 0.8452 | 38.12 | |
| -0.1708 | -1.64 | |
| 0.0082 | 0.06 | |
| 0.4104 | 4.38 | |
| -0.3517 | -3.31 | |
| 0.0153 | 0.13 | |
| 0.2886 | 1.62 | |
| -0.3326 | -1.45 | |
| 0.2310 | 1.35 | |
| -0.2094 | -2.13 | |
| 0.1536 | 1.89 |
Estimation Period:
Jul 15, 1997 to Feb 6, 2026
Jul 15, 1997 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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