CF Industries Holdings Inc GJR-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
47.86%
decreased by 1.09%
1 Week
47.74%
decreased by 1.21%
1 Month
47.28%
decreased by 1.67%
Analysis last updated: Tuesday, June 9, 2026 at 09:36 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0897 | 13.08 | |
| 0.0262 | 11.46 | |
| 0.9423 | 490.50 | |
| 0.0380 | 8.67 |
Estimation Period:
Aug 11, 2005 to Jun 5, 2026
Aug 11, 2005 to Jun 5, 2026
Other GJR-GARCH Analyses on Equities