MBIA Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 25th, 2026:42.49% (-0.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0132 | 7.10 | |
| 0.0077 | 8.08 | |
| 0.9693 | 844.32 | |
| 0.0461 | 19.13 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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