Fermentalg GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:47.59% (-3.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0959 | 18.09 | |
| 0.4824 | 14.12 | |
| 0.3786 | 20.39 | |
| -0.2296 | -4.62 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
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