Masco Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:37.00% (-1.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6743 | 6.69 | |
| 0.0535 | 6.53 | |
| 0.9100 | 64.79 | |
| -0.0730 | -2.65 | |
| 0.1351 | 3.11 | |
| -0.1466 | -3.80 | |
| 0.1909 | 4.89 | |
| -0.2089 | -6.09 | |
| 0.1479 | 4.60 | |
| -0.0422 | -1.22 | |
| 0.0004 | 0.01 |
Estimation Period:
Jan 1, 1990 to Feb 20, 2026
Jan 1, 1990 to Feb 20, 2026
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