MGP Ingredients Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:38.74% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0903 | 11.41 | |
| 0.0210 | 6.71 | |
| 0.9672 | 437.83 | |
| 0.0060 | 1.47 |
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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