Limoneira Co GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.50% (-0.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5702 | 12.28 | |
| 0.1376 | 9.64 | |
| 0.8073 | 77.29 | |
| -0.0071 | -0.31 |
Estimation Period:
Dec 28, 1999 to Feb 6, 2026
Dec 28, 1999 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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