National Foods GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.32% (-0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6109 | 29.47 | |
| 0.2134 | 19.96 | |
| 0.6818 | 97.42 | |
| -0.0562 | -3.31 |
Estimation Period:
Sep 11, 2007 to Feb 6, 2026
Sep 11, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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