Modern Dairies GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.80% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.3683 | 24.91 | |
| 0.2179 | 17.11 | |
| 0.5869 | 50.28 | |
| -0.0680 | -3.56 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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