Ernst Russ Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6436 | 6.48 | |
| 0.2241 | 7.78 | |
| 0.5644 | 11.00 | |
| 0.5751 | 2.88 | |
| -0.8698 | -2.85 | |
| 0.3553 | 1.90 | |
| 0.0016 | 0.01 | |
| -0.2414 | -1.59 | |
| 0.0846 | 0.62 | |
| 0.5549 | 3.35 | |
| -0.9532 | -4.59 | |
| 0.7879 | 3.38 | |
| -0.8118 | -2.02 |
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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