Royal Cushion Vinyl Products GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:58.97% (-1.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1255 | 15.55 | |
| 0.1530 | 22.98 | |
| 0.8501 | 252.10 | |
| -0.0150 | -1.41 |
Estimation Period:
Mar 25, 2003 to Feb 6, 2026
Mar 25, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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