Skip to main content
V-Lab

Frosta Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (-0.23%)
Analysis last updated: Saturday, February 7, 2026 at 10:21 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Frosta Ag S0GARCH
paramt-stat
ω0.86716.59
α0.21539.96
β0.569315.93
γ10.15912.96
γ2-0.1637-1.95
γ3-0.0884-1.38
γ40.14902.59
γ5-0.1282-2.17
γ60.16112.78
γ7-0.1067-1.72
γ8-0.0113-0.17
γ90.04780.90
γ10-0.0221-0.72
Estimation Period:
Feb 3, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts