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V-Lab

International Agricultural Products Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.92% (+3.08%)
Analysis last updated: Thursday, February 12, 2026 at 08:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of International Agricultural Products S0GARCH
paramt-stat
ω1.37772.87
α0.17607.95
β0.687518.53
γ1-0.7453-2.49
γ21.25703.16
γ3-0.6709-3.47
γ40.20401.17
γ5-0.0838-0.47
γ60.16430.83
γ7-0.2621-1.26
γ80.25951.14
γ9-0.3293-1.32
γ100.33011.84
Estimation Period:
Aug 13, 2002 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts