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	param	t-stat
$ω$	1.9775	5.83
$α$	0.1104	8.78
$β$	0.8546	62.56
$γ_{1}$	-0.0018	-0.06
$γ_{2}$	0.0584	1.13
$γ_{3}$	-0.1311	-3.26
$γ_{4}$	0.1474	4.26
$γ_{5}$	-0.1173	-3.67
$γ_{6}$	0.0844	2.46
$γ_{7}$	-0.0581	-1.94
$γ_{8}$	0.0131	0.61

V-Lab

Cullen/Frost Bankers Inc Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Tuesday, February 17th, 2026:25.55% (-0.87%)

Date Range:

Parameter Estimates

News Impact Curve

Volatility Forecasts

Other Cullen/Frost Bankers Inc Analyses