MBIA Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:52.48% (-0.76%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0763 | 4.67 | |
| 0.0774 | 6.65 | |
| 0.8983 | 65.50 | |
| 0.0440 | 1.34 | |
| -0.0011 | -0.02 | |
| -0.1159 | -3.44 | |
| 0.1951 | 5.54 | |
| -0.2457 | -5.90 | |
| 0.1694 | 3.89 | |
| -0.0230 | -0.59 | |
| -0.0484 | -1.60 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
News Impact Curve
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