MBIA Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:45.09% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 5.87 | |
| 0.0855 | 22.80 | |
| 0.9973 | 1,871.02 | |
| -0.0466 | -16.30 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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