Agv Products Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:15.19% (+0.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4357 | 4.83 | |
| 0.1605 | 9.38 | |
| 0.8039 | 47.17 | |
| 0.0052 | 0.39 | |
| -0.0018 | -0.09 | |
| -0.0229 | -1.58 | |
| 0.0387 | 2.94 | |
| -0.0231 | -2.41 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
News Impact Curve
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