Friwo Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.44% (-9.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5139 | 7.51 | |
| 0.1661 | 7.36 | |
| 0.6684 | 16.46 | |
| -0.0392 | -0.92 | |
| 0.0858 | 1.34 | |
| -0.1181 | -2.11 | |
| 0.0955 | 1.57 | |
| -0.0013 | -0.03 | |
| -0.0636 | -1.16 | |
| 0.0459 | 0.74 | |
| 0.0477 | 0.86 | |
| -0.0953 | -1.58 | |
| 0.0480 | 0.88 |
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Jan 1, 1990 to Feb 6, 2026
News Impact Curve
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