Freeport-McMoRan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:50.49% (-1.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1051 | 16.87 | |
| 0.0240 | 14.02 | |
| 0.9422 | 629.83 | |
| 0.0457 | 10.70 |
Estimation Period:
Jul 10, 1995 to Feb 13, 2026
Jul 10, 1995 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on Equities