CGI Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:51.26% (-1.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0234 | 9.18 | |
| 0.0344 | 17.16 | |
| 0.9446 | 646.99 | |
| 0.0420 | 8.07 |
Estimation Period:
Apr 21, 1992 to Feb 6, 2026
Apr 21, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities