MBIA Inc GAS-GARCH Student T Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:38.83% (-1.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 8.3330 | 8.07 | |
| 0.0618 | 82.56 | |
| 0.9958 | 2,032.16 | |
| 4.0658 | 51.76 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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