Deere & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:31.36% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0514 | 10.37 | |
| 0.0116 | 9.08 | |
| 0.9520 | 657.94 | |
| 0.0487 | 12.97 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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