Forfarmers Nv GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.35% (-1.38%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2699 | 15.77 | |
| 0.1316 | 11.05 | |
| 0.7849 | 83.07 | |
| 0.0278 | 1.48 |
Estimation Period:
May 24, 2016 to Feb 6, 2026
May 24, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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