CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:35.25% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0864 | 12.22 | |
| 0.0201 | 10.49 | |
| 0.9458 | 550.82 | |
| 0.0434 | 10.56 |
Estimation Period:
Aug 11, 2005 to Feb 13, 2026
Aug 11, 2005 to Feb 13, 2026
News Impact Curve
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