Vintage Coffee And Beverages Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:41.00% (-7.80%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0000 | 0.00 | |
| 0.3599 | 0.00 | |
| 0.6401 | 0.00 | |
| 25.2991 | 0.02 | |
| -44.2409 | -0.02 | |
| 10.2607 | 0.00 | |
| 8.3912 | 0.00 | |
| -1.2863 | -0.00 | |
| -29.0369 | -0.00 | |
| 60.7322 | 0.00 | |
| -6.9075 | -0.00 | |
| -16.9243 | -0.00 |
Estimation Period:
Aug 2, 2019 to Feb 6, 2026
Aug 2, 2019 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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