Vetropack Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:31.63% (+0.19%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1133 | 7.25 | |
| 0.0640 | 4.16 | |
| 0.8885 | 24.41 | |
| -0.0322 | -0.46 | |
| -0.0500 | -0.44 | |
| 0.2385 | 3.22 | |
| -0.2946 | -4.43 | |
| 0.2066 | 2.57 | |
| -0.0648 | -0.67 | |
| -0.0064 | -0.08 | |
| -0.0006 | -0.01 | |
| -0.0012 | -0.03 |
Estimation Period:
Jun 7, 1993 to Feb 6, 2026
Jun 7, 1993 to Feb 6, 2026
News Impact Curve
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