Cullen/Frost Bankers Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:28.66% (+0.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7544 | 7.57 | |
| 0.1068 | 8.45 | |
| 0.8721 | 70.79 | |
| 0.0039 | 7.10 |
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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