Fertiglobe Plc GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:23.27% (-1.63%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7565 | 10.97 | |
| 0.2978 | 10.38 | |
| 0.5052 | 14.95 | |
| -0.0747 | -1.60 |
Estimation Period:
Oct 28, 2021 to Feb 6, 2026
Oct 28, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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