Jde Peet'S Nv GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:10.50% (-0.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0163 | 5.40 | |
| 0.0490 | 18.69 | |
| 0.9510 | 368.88 |
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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