AGCO Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.40% (-1.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3444 | 4.90 | |
| 0.0872 | 7.71 | |
| 0.8477 | 43.68 | |
| 0.1268 | 2.78 | |
| -0.0967 | -1.52 | |
| -0.1090 | -2.81 | |
| 0.1644 | 4.15 | |
| -0.1765 | -4.05 | |
| 0.1385 | 3.25 | |
| -0.0248 | -0.60 | |
| -0.0445 | -0.94 | |
| 0.0355 | 0.63 |
Estimation Period:
Apr 17, 1992 to Feb 6, 2026
Apr 17, 1992 to Feb 6, 2026
News Impact Curve
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