Do & Co Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.53% (+0.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1302 | 15.11 | |
| 0.0663 | 16.26 | |
| 0.8931 | 212.15 | |
| 0.0393 | 4.87 |
Estimation Period:
Sep 27, 2011 to Feb 6, 2026
Sep 27, 2011 to Feb 6, 2026
News Impact Curve
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