Deere & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:26.14% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0500 | 9.97 | |
| 0.0096 | 8.66 | |
| 0.9532 | 688.26 | |
| 0.0506 | 13.88 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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