Farmer Brothers Co AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.87% (-1.14%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1188 | 11.79 | |
| 0.0835 | 35.94 | |
| 0.9048 | 344.05 | |
| 0.5502 | 7.14 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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