CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.02% (-0.56%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0866 | 12.23 | |
| 0.0201 | 10.50 | |
| 0.9457 | 549.17 | |
| 0.0434 | 10.55 |
Estimation Period:
Aug 11, 2005 to Feb 6, 2026
Aug 11, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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