John B Sanfilippo & Son Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.42% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 51 | ||
| 0.1177 | 16.84 | |
| 0.5747 | 36.06 | |
| 0.0317 | 3.23 | |
| 0.0109 | 0.63 | |
| 0.0107 | 1.62 | |
| 0.9881 | 126.39 |
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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