AGCO Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:36.85% (-1.39%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.2593 | 4.71 | |
| 0.0864 | 7.71 | |
| 0.8501 | 44.31 | |
| 0.1168 | 2.51 | |
| -0.0854 | -1.32 | |
| -0.1073 | -2.73 | |
| 0.1559 | 3.92 | |
| -0.1658 | -3.79 | |
| 0.1301 | 3.04 | |
| -0.0219 | -0.54 | |
| -0.0404 | -0.92 | |
| 0.0168 | 0.53 |
Estimation Period:
Apr 17, 1992 to Feb 13, 2026
Apr 17, 1992 to Feb 13, 2026
News Impact Curve
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