CF Industries Holdings Inc EGARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
49.61%
decreased by 1.38%
1 Week
49.60%
decreased by 1.39%
1 Month
49.58%
decreased by 1.41%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0331 | 14.29 | |
| 0.1137 | 25.26 | |
| 0.9854 | 1,043.86 | |
| -0.0333 | -9.85 |
Estimation Period:
Aug 11, 2005 to Jun 5, 2026
Aug 11, 2005 to Jun 5, 2026
Other EGARCH Analyses on Equities