J&J Snack Foods Corp GJR-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:66.09% (-2.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0868 | 12.10 | |
| 0.0375 | 14.92 | |
| 0.9202 | 340.55 | |
| 0.0597 | 12.34 |
Estimation Period:
Jan 2, 1990 to Feb 13, 2026
Jan 2, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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