Meier Tobler Group Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:39.36% (-1.45%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2899 | 6.24 | |
| 0.0819 | 4.98 | |
| 0.8775 | 38.28 | |
| -0.0045 | -0.66 | |
| 0.0111 | 1.08 | |
| -0.0094 | -1.61 |
Estimation Period:
Jun 7, 1993 to Jan 30, 2026
Jun 7, 1993 to Jan 30, 2026
News Impact Curve
Volatility Forecasts
Other Meier Tobler Group Ag Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities