Frosta Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.57% (-0.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8671 | 6.59 | |
| 0.2153 | 9.96 | |
| 0.5693 | 15.93 | |
| 0.1591 | 2.96 | |
| -0.1637 | -1.95 | |
| -0.0884 | -1.38 | |
| 0.1490 | 2.59 | |
| -0.1282 | -2.17 | |
| 0.1611 | 2.78 | |
| -0.1067 | -1.72 | |
| -0.0113 | -0.17 | |
| 0.0478 | 0.90 | |
| -0.0221 | -0.72 |
Estimation Period:
Feb 3, 1994 to Feb 6, 2026
Feb 3, 1994 to Feb 6, 2026
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