Vintage Coffee And Beverages Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:14.72% (-10.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5069 | 25,069,160.00 | |
| 0.6481 | 6,480,880.00 | |
| 0.3221 | 3,220,980.00 | |
| 4,253.7540 | 42,537,540,000.00 | |
| -6,304.0150 | -63,040,150,000.00 | |
| 2,494.4950 | 24,944,950,000.00 | |
| -311.7297 | -3,117,297,000.00 | |
| -265.7064 | -2,657,064,000.00 | |
| 99.8761 | 998,761,000.00 | |
| -15.3768 | -153,768,300.00 | |
| 131.8068 | 1,318,068,000.00 |
Estimation Period:
Aug 2, 2019 to Feb 6, 2026
Aug 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Vintage Coffee And Beverages Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities