Farmer Brothers Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:65.41% (+12.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9273 | 8.43 | |
| 0.1791 | 9.32 | |
| 0.6671 | 22.54 | |
| 0.0546 | 1.39 | |
| -0.0113 | -0.19 | |
| -0.1546 | -3.35 | |
| 0.2386 | 4.72 | |
| -0.1794 | -3.42 | |
| 0.0304 | 0.59 | |
| 0.0077 | 0.15 | |
| 0.1132 | 2.08 | |
| -0.1833 | -3.20 | |
| 0.0972 | 2.26 |
Estimation Period:
Jan 4, 1990 to Feb 6, 2026
Jan 4, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Farmer Brothers Co Analyses
Other Zero Slope Spline-GARCH Analyses on Equities