Food Moments PCL GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.22% (+1.57%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 3.24 | |
| 0.0703 | 5.58 | |
| 0.8988 | 145.02 | |
| 0.0286 | 1.29 |
Estimation Period:
Jul 25, 2024 to Feb 6, 2026
Jul 25, 2024 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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