International Agricultural Products EGARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:39.98% (+4.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3541 | 15.40 | |
| 0.3365 | 35.75 | |
| 0.8545 | 85.68 | |
| 0.0098 | 0.96 |
Estimation Period:
Aug 13, 2002 to Feb 5, 2026
Aug 13, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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