Farmer Brothers Co MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:52.48% (-6.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1721 | 24.57 | |
| 0.5007 | 41.53 | |
| 0.0896 | 7.20 | |
| 0.0314 | 1.97 | |
| 0.0259 | 4.46 | |
| 0.9710 | 139.17 |
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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