Agv Products Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:12.56% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6678 | 5.56 | |
| 0.1673 | 9.32 | |
| 0.7832 | 42.40 | |
| 0.0382 | 2.06 | |
| -0.0554 | -2.05 | |
| 0.0260 | 1.50 | |
| -0.0375 | -2.24 | |
| 0.0805 | 3.92 | |
| -0.1233 | -3.75 |
Estimation Period:
Feb 1, 1991 to Feb 6, 2026
Feb 1, 1991 to Feb 6, 2026
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