JDE Peet'S NV GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:13.89% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 1.22 | |
| 0.0000 | 0.00 | |
| 0.9826 | 307.35 | |
| 0.0348 | 2.94 |
Estimation Period:
Jun 8, 2020 to Feb 13, 2026
Jun 8, 2020 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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