Vital Farms Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:49.43% (-1.06%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.0793 | 6.79 | |
| 0.0489 | 4.45 | |
| 0.5553 | 9.77 | |
| 0.0212 | 0.64 |
Estimation Period:
Jul 31, 2020 to Feb 6, 2026
Jul 31, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vital Farms Inc Analyses
Other GJR-GARCH Analyses on Equities