Daldrup & Soehne Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:48.74% (+1.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7169 | 5.30 | |
| 0.1542 | 6.56 | |
| 0.5654 | 9.82 | |
| -0.1318 | -0.70 | |
| 0.4700 | 1.78 | |
| -0.4618 | -2.80 | |
| 0.2562 | 1.60 | |
| -0.4030 | -2.19 | |
| 0.7505 | 3.53 | |
| -0.9486 | -3.80 | |
| 0.6642 | 2.46 | |
| -0.2653 | -1.22 | |
| 0.0963 | 0.78 |
Estimation Period:
Dec 4, 2007 to Feb 13, 2026
Dec 4, 2007 to Feb 13, 2026
News Impact Curve
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