Pyrum Innovations Ag GJR-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.06% (-2.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4941 | 14.11 | |
| 0.6573 | 7.16 | |
| 0.4813 | 16.86 | |
| -0.4256 | -4.29 |
Estimation Period:
Oct 12, 2022 to Feb 6, 2026
Oct 12, 2022 to Feb 6, 2026
News Impact Curve
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