Frosta Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.66% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1472 | 18.66 | |
| 0.0672 | 14.11 | |
| 0.8687 | 199.62 | |
| 0.0750 | 7.19 |
Estimation Period:
Feb 3, 1994 to Feb 6, 2026
Feb 3, 1994 to Feb 6, 2026
News Impact Curve
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