Saputo Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:19.04% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0107 | 7.23 | |
| 0.0101 | 9.51 | |
| 0.9738 | 647.06 | |
| 0.0256 | 9.18 |
Estimation Period:
Oct 15, 1997 to Jan 30, 2026
Oct 15, 1997 to Jan 30, 2026
News Impact Curve
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