Forfarmers Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.21% (-0.86%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5227 | 10.08 | |
| 0.0587 | 8.27 | |
| 0.7976 | 51.01 | |
| 0.0411 | 2.13 |
Estimation Period:
Jul 23, 2018 to Feb 6, 2026
Jul 23, 2018 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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