Cullen/Frost Bankers Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.74% (+1.37%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 56 | ||
| 0.0666 | 24.93 | |
| 0.8166 | 166.62 | |
| 0.0954 | 19.47 | |
| 0.0159 | 5.46 | |
| 0.0484 | 6.49 | |
| 0.9473 | 111.39 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Cullen/Frost Bankers Inc Analyses
Other MF2-GARCH Analyses on Equities