Farmsco GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:116.51% (-9.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4288 | 19.12 | |
| 0.1338 | 19.33 | |
| 0.8456 | 167.34 | |
| -0.0408 | -4.09 |
Estimation Period:
Oct 25, 1999 to Feb 13, 2026
Oct 25, 1999 to Feb 13, 2026
News Impact Curve
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