Cullen/Frost Bankers Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.32% (+0.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0330 | 18.97 | |
| 0.0482 | 21.61 | |
| 0.9122 | 453.40 | |
| 0.0739 | 13.69 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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