Northern Data Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.24% (-1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6670 | 13.88 | |
| 0.1119 | 8.10 | |
| 0.7317 | 52.96 | |
| 0.1041 | 2.91 |
Estimation Period:
Apr 1, 2015 to Feb 6, 2026
Apr 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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