Do & Co Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.27% (+1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4695 | 12.53 | |
| 0.0644 | 10.41 | |
| 0.8095 | 105.10 | |
| 0.0914 | 7.46 |
Estimation Period:
Feb 9, 1999 to Feb 6, 2026
Feb 9, 1999 to Feb 6, 2026
News Impact Curve
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