Cullen/Frost Bankers Inc GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:22.68% (-0.96%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0381 | 23.47 | |
| 0.0942 | 33.80 | |
| 0.9007 | 375.62 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Cullen/Frost Bankers Inc Analyses
Other GARCH Analyses on Equities