Milkfood GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.60% (-4.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9149 | 25.52 | |
| 0.2401 | 18.67 | |
| 0.7240 | 108.42 | |
| -0.0607 | -2.81 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
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