J&J Snack Foods Corp MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:45.07% (-3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.0743 | 17.82 | |
| 0.6821 | 71.06 | |
| 0.1056 | 10.80 | |
| 0.0089 | 1.26 | |
| 0.0110 | 3.58 | |
| 0.9871 | 332.47 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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