Paul Hartmann Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:29.98% (-4.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5914 | 4.67 | |
| 0.1793 | 8.11 | |
| 0.6690 | 18.64 | |
| 0.2663 | 3.63 | |
| -0.3904 | -3.67 | |
| 0.1715 | 2.48 | |
| -0.0864 | -1.20 | |
| 0.0785 | 1.12 | |
| -0.0838 | -1.50 | |
| 0.0341 | 0.68 | |
| 0.0009 | 0.02 | |
| 0.0940 | 1.87 | |
| -0.1691 | -2.25 |
Estimation Period:
Jul 25, 1991 to Feb 13, 2026
Jul 25, 1991 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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