Deere & Co GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:25.08% (+0.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0501 | 9.93 | |
| 0.0095 | 8.57 | |
| 0.9532 | 689.26 | |
| 0.0508 | 13.95 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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