International Agricultural Products Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.92% (+3.08%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3777 | 2.87 | |
| 0.1760 | 7.95 | |
| 0.6875 | 18.53 | |
| -0.7453 | -2.49 | |
| 1.2570 | 3.16 | |
| -0.6709 | -3.47 | |
| 0.2040 | 1.17 | |
| -0.0838 | -0.47 | |
| 0.1643 | 0.83 | |
| -0.2621 | -1.26 | |
| 0.2595 | 1.14 | |
| -0.3293 | -1.32 | |
| 0.3301 | 1.84 |
Estimation Period:
Aug 13, 2002 to Feb 5, 2026
Aug 13, 2002 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
Other International Agricultural Products Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities