Vintage Coffee And Beverages GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:32.03% (-2.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0027 | 5.14 | |
| 0.1598 | 19.70 | |
| 0.8371 | 208.22 | |
| 0.0064 | 0.35 |
Estimation Period:
Aug 2, 2019 to Feb 6, 2026
Aug 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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