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V-Lab

Friwo Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:70.44% (-9.20%)
Analysis last updated: Thursday, February 12, 2026 at 08:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Friwo Ag S0GARCH
paramt-stat
ω0.51397.51
α0.16617.36
β0.668416.46
γ1-0.0392-0.92
γ20.08581.34
γ3-0.1181-2.11
γ40.09551.57
γ5-0.0013-0.03
γ6-0.0636-1.16
γ70.04590.74
γ80.04770.86
γ9-0.0953-1.58
γ100.04800.88
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts