North Cairo Flour Mills GJR-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:37.22% (-1.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2911 | 12.93 | |
| 0.1244 | 12.31 | |
| 0.8638 | 118.72 | |
| -0.0561 | -4.71 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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