Jde Peet'S Nv AGARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:6.02% (-0.22%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0031 | 2.88 | |
| 0.1270 | 28.29 | |
| 0.9104 | 415.13 | |
| 0.0033 | 0.08 |
Estimation Period:
May 29, 2020 to Feb 6, 2026
May 29, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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