Monalisa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.85% (-0.87%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8164 | 5.14 | |
| 0.1418 | 8.80 | |
| 0.8256 | 45.27 | |
| -0.0054 | -0.12 | |
| 0.0796 | 1.19 | |
| -0.2108 | -4.30 | |
| 0.2099 | 3.72 | |
| -0.1033 | -1.53 | |
| 0.0799 | 1.02 | |
| -0.0894 | -1.11 | |
| 0.0307 | 0.39 | |
| 0.0294 | 0.53 |
Estimation Period:
Jan 3, 1990 to Feb 13, 2026
Jan 3, 1990 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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