International Agricultural Products GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:36.10% (-0.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8215 | 17.07 | |
| 0.1730 | 15.12 | |
| 0.7597 | 96.73 | |
| -0.0060 | -0.33 |
Estimation Period:
Aug 13, 2002 to Feb 12, 2026
Aug 13, 2002 to Feb 12, 2026
News Impact Curve
Volatility Forecasts
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