Ag Growth International GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:57.07% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0318 | 7.89 | |
| 0.0050 | 4.03 | |
| 0.9649 | 616.56 | |
| 0.0517 | 17.47 |
Estimation Period:
May 18, 2004 to Feb 6, 2026
May 18, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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