Ernst Russ Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.95% (-0.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6124 | 7.41 | |
| 0.2226 | 7.39 | |
| 0.5432 | 9.66 | |
| 0.4560 | 3.54 | |
| -0.7252 | -3.62 | |
| 0.3564 | 2.76 | |
| -0.0452 | -0.43 | |
| -0.3765 | -3.45 | |
| 0.7646 | 5.77 | |
| -0.6649 | -4.39 | |
| 0.2051 | 1.64 | |
| 0.1136 | 1.51 |
Estimation Period:
Oct 6, 2005 to Feb 6, 2026
Oct 6, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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