Cal-Maine Foods Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.11% (-1.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9326 | 5.70 | |
| 0.0872 | 6.58 | |
| 0.8398 | 33.21 | |
| 0.0488 | 0.76 | |
| -0.1424 | -1.38 | |
| 0.1846 | 1.90 | |
| -0.2457 | -2.68 | |
| 0.3285 | 4.16 | |
| -0.2608 | -3.42 | |
| 0.1045 | 1.51 | |
| -0.0011 | -0.02 | |
| -0.0196 | -0.19 |
Estimation Period:
Dec 12, 1996 to Feb 6, 2026
Dec 12, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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