JDE Peet'S NV AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:16.37% (-0.07%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0303 | 4.64 | |
| 0.0270 | 10.04 | |
| 0.9627 | 240.49 | |
| 0.0199 | 0.09 |
Estimation Period:
Jun 8, 2020 to Feb 6, 2026
Jun 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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