Masco Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:36.32% (-1.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6949 | 6.86 | |
| 0.0530 | 6.47 | |
| 0.9113 | 65.11 | |
| -0.0641 | -2.32 | |
| 0.1205 | 2.76 | |
| -0.1358 | -3.49 | |
| 0.1817 | 4.63 | |
| -0.2008 | -5.86 | |
| 0.1400 | 4.46 | |
| -0.0328 | -1.08 | |
| -0.0171 | -0.79 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
News Impact Curve
Volatility Forecasts
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