Vetropack Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.88% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1302 | 7.40 | |
| 0.0657 | 4.23 | |
| 0.8844 | 24.23 | |
| -0.0226 | -0.32 | |
| -0.0679 | -0.61 | |
| 0.2556 | 3.51 | |
| -0.3120 | -4.78 | |
| 0.2223 | 2.82 | |
| -0.0792 | -0.84 | |
| 0.0148 | 0.18 | |
| -0.0479 | -0.73 | |
| 0.1198 | 1.11 |
Estimation Period:
Jun 7, 1993 to Feb 6, 2026
Jun 7, 1993 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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