Farmsco GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:108.89% (-7.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4288 | 19.12 | |
| 0.1338 | 19.33 | |
| 0.8456 | 167.34 | |
| -0.0408 | -4.09 |
Estimation Period:
Oct 25, 1999 to Feb 13, 2026
Oct 25, 1999 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities