Mosaic Co/The GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
51.30%
increased by 0.79%
1 Week
51.22%
increased by 0.71%
1 Month
50.93%
increased by 0.42%
Analysis last updated: Tuesday, June 16, 2026 at 10:14 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0384 | 15.92 | |
| 0.0232 | 19.10 | |
| 0.9584 | 919.74 | |
| 0.0266 | 9.78 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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