Deere & Co MF2-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 10th, 2026
1 Day
33.15%
decreased by 0.71%
1 Week
33.41%
decreased by 0.45%
1 Month
34.24%
increased by 0.38%
Analysis last updated: Tuesday, June 9, 2026 at 09:38 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 66 | ||
| 0.0065 | 4.33 | |
| 0.8930 | 170.97 | |
| 0.0805 | 24.36 | |
| 0.0135 | 2.44 | |
| 0.0193 | 2.85 | |
| 0.9774 | 124.26 |
Estimation Period:
Jan 2, 1990 to Jun 5, 2026
Jan 2, 1990 to Jun 5, 2026
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