Vst Tillers Tractors GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.25% (-0.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0639 | 8.58 | |
| 0.0290 | 10.53 | |
| 0.9546 | 319.37 | |
| 0.0111 | 1.78 |
Estimation Period:
Feb 11, 2009 to Feb 6, 2026
Feb 11, 2009 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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