Nufarm Ltd/Australia GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:29.90% (+1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0438 | 8.59 | |
| 0.0160 | 9.35 | |
| 0.9637 | 625.35 | |
| 0.0269 | 7.04 |
Estimation Period:
Sep 5, 1990 to Jan 30, 2026
Sep 5, 1990 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
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