Monalisa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:23.60% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7817 | 4.86 | |
| 0.1421 | 8.80 | |
| 0.8248 | 45.06 | |
| -0.0076 | -0.16 | |
| 0.0795 | 1.16 | |
| -0.2068 | -4.24 | |
| 0.2070 | 3.70 | |
| -0.1014 | -1.52 | |
| 0.0796 | 1.02 | |
| -0.0904 | -1.12 | |
| 0.0315 | 0.40 | |
| 0.0296 | 0.53 |
Estimation Period:
Jan 3, 1990 to Feb 20, 2026
Jan 3, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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