Cullen/Frost Bankers Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.38% (+0.78%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.6065 | 5.47 | |
| 0.0760 | 43.54 | |
| 0.9919 | 706.99 | |
| 5.7093 | 11.16 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
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