Paramount Communications GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:60.54% (-8.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8020 | 22.77 | |
| 0.2370 | 21.55 | |
| 0.6721 | 71.74 | |
| -0.0582 | -3.21 |
Estimation Period:
Aug 9, 2007 to Feb 6, 2026
Aug 9, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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