DuPont de Nemours Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.06% (-0.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0669 | 10.32 | |
| 0.0205 | 7.44 | |
| 0.9274 | 469.09 | |
| 0.0816 | 10.73 |
Estimation Period:
Jan 1, 1998 to Feb 6, 2026
Jan 1, 1998 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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