John B Sanfilippo & Son Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.98% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0159 | 5.02 | |
| 0.0076 | 11.41 | |
| 0.9856 | 1,466.71 | |
| 0.0102 | 7.49 |
Estimation Period:
Dec 4, 1991 to Feb 6, 2026
Dec 4, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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