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V-Lab

Friwo Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:96.99% (-7.34%)
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 SGARCH
paramt-stat
ω0.47827.13
α0.16767.74
β0.672317.30
γ1-0.0719-1.69
γ20.13712.16
γ3-0.1490-2.70
γ40.11401.89
γ5-0.0098-0.20
γ6-0.0572-1.03
γ70.02670.43
γ80.10211.85
γ9-0.2255-4.06
γ100.35523.68
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts