Bellevue Group Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:37.98% (+4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8752 | 14.93 | |
| 0.0939 | 5.90 | |
| 0.7183 | 46.15 | |
| 0.0587 | 1.95 |
Estimation Period:
May 6, 2014 to Feb 6, 2026
May 6, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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