CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
46.08%
decreased by 0.59%
1 Week
46.00%
decreased by 0.67%
1 Month
45.68%
decreased by 0.99%
Analysis last updated: Friday, June 12, 2026 at 11:51 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0901 | 13.13 | |
| 0.0263 | 11.47 | |
| 0.9421 | 489.67 | |
| 0.0380 | 8.64 |
Estimation Period:
Aug 11, 2005 to Jun 12, 2026
Aug 11, 2005 to Jun 12, 2026
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