International Agricultural Products MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:33.72% (+2.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.1658 | 22.77 | |
| 0.6614 | 52.30 | |
| 0.0369 | 3.83 | |
| 0.0578 | 2.67 | |
| 0.0108 | 3.74 | |
| 0.9825 | 187.47 |
Estimation Period:
Aug 13, 2002 to Feb 5, 2026
Aug 13, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other International Agricultural Products Analyses
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