Farmer Brothers Co Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:70.17% (+11.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9519 | 8.70 | |
| 0.1788 | 9.28 | |
| 0.6644 | 22.27 | |
| 0.0638 | 1.64 | |
| -0.0189 | -0.32 | |
| -0.1651 | -3.62 | |
| 0.2593 | 5.15 | |
| -0.2020 | -3.86 | |
| 0.0489 | 0.96 | |
| -0.0071 | -0.14 | |
| 0.1309 | 2.30 | |
| -0.2151 | -3.10 | |
| 0.1681 | 1.54 |
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 Spline-GARCH Analyses on Equities