Cullen/Frost Bankers Inc AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:21.75% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0198 | 7.80 | |
| 0.0887 | 39.06 | |
| 0.9041 | 450.93 | |
| 0.5328 | 20.27 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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