Nufarm Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.79% (+6.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0436 | 8.58 | |
| 0.0158 | 9.27 | |
| 0.9639 | 629.19 | |
| 0.0269 | 7.10 |
Estimation Period:
Sep 5, 1990 to Feb 13, 2026
Sep 5, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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