Cal-Maine Foods Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.48% (-0.68%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1032 | 10.91 | |
| 0.0640 | 18.44 | |
| 0.9286 | 274.26 | |
| -0.0107 | -2.09 |
Estimation Period:
Dec 12, 1996 to Feb 13, 2026
Dec 12, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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