Frosta Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.82% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8888 | 6.72 | |
| 0.2150 | 9.90 | |
| 0.5661 | 15.68 | |
| 0.1708 | 3.19 | |
| -0.1763 | -2.10 | |
| -0.0933 | -1.46 | |
| 0.1637 | 2.86 | |
| -0.1453 | -2.47 | |
| 0.1738 | 3.01 | |
| -0.1091 | -1.75 | |
| -0.0263 | -0.38 | |
| 0.0932 | 1.59 | |
| -0.1457 | -1.99 |
Estimation Period:
Feb 3, 1994 to Feb 6, 2026
Feb 3, 1994 to Feb 6, 2026
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