Freeport-McMoRan Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:49.73% (-0.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1049 | 16.87 | |
| 0.0239 | 14.00 | |
| 0.9423 | 631.17 | |
| 0.0456 | 10.71 |
Estimation Period:
Jul 10, 1995 to Feb 20, 2026
Jul 10, 1995 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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