Jde Peet'S Nv MF2-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:5.22% (-0.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0289 | 1.03 | |
| 0.4116 | 4.77 | |
| 0.1116 | 1.35 | |
| 0.0669 | 1.25 | |
| 1.0000 | 0.79 | |
| 0.0000 | 0.00 |
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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