AGCO Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:30.50% (-0.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0798 | 14.32 | |
| 0.0339 | 18.55 | |
| 0.9331 | 460.31 | |
| 0.0474 | 9.44 |
Estimation Period:
Apr 17, 1992 to Feb 13, 2026
Apr 17, 1992 to Feb 13, 2026
News Impact Curve
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