Northern Data Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:47.53% (-0.90%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9659 | 4.11 | |
| 0.1786 | 4.95 | |
| 0.5279 | 6.12 | |
| 0.5538 | 0.73 | |
| -0.0868 | -0.07 | |
| -2.0114 | -2.45 | |
| 2.9629 | 4.13 | |
| -2.2993 | -2.46 | |
| 1.4747 | 1.61 | |
| -0.8650 | -1.30 | |
| 0.0466 | 0.07 | |
| 0.5834 | 0.78 | |
| -0.6854 | -0.69 |
Estimation Period:
Apr 1, 2015 to Feb 6, 2026
Apr 1, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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