MBIA Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 26th, 2026:44.70% (+2.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0962 | 4.79 | |
| 0.0821 | 6.85 | |
| 0.8922 | 62.37 | |
| 0.0464 | 1.44 | |
| -0.0038 | -0.08 | |
| -0.1169 | -3.53 | |
| 0.1974 | 5.70 | |
| -0.2450 | -5.95 | |
| 0.1592 | 3.58 | |
| 0.0100 | 0.20 | |
| -0.1437 | -1.77 |
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Jan 2, 1990 to Feb 20, 2026
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