Farmsco EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:82.96% (-7.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1282 | 20.86 | |
| 0.2486 | 32.10 | |
| 0.9509 | 390.34 | |
| 0.0424 | 6.96 |
Estimation Period:
Oct 25, 1999 to Feb 20, 2026
Oct 25, 1999 to Feb 20, 2026
News Impact Curve
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