Saputo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:21.92% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0110 | 7.32 | |
| 0.0104 | 9.69 | |
| 0.9735 | 634.19 | |
| 0.0254 | 9.01 |
Estimation Period:
Oct 15, 1997 to Feb 13, 2026
Oct 15, 1997 to Feb 13, 2026
News Impact Curve
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