John B Sanfilippo & Son Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:34.21% (-0.25%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2903 | 17.10 | |
| 0.0857 | 29.38 | |
| 0.8893 | 236.20 |
Estimation Period:
Dec 4, 1991 to Feb 13, 2026
Dec 4, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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