Ernst Russ Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.44% (-0.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1408 | 14.76 | |
| 0.0914 | 19.45 | |
| 0.9060 | 283.83 | |
| 0.0051 | 0.53 |
Estimation Period:
Oct 6, 2005 to Feb 13, 2026
Oct 6, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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