Msc Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:74.00% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3701 | 6.15 | |
| 0.1629 | 6.50 | |
| 0.6493 | 12.70 | |
| 0.2236 | 2.96 | |
| -0.3635 | -3.28 | |
| 0.2339 | 3.16 | |
| -0.1695 | -2.13 | |
| 0.1625 | 1.71 | |
| -0.1536 | -1.06 | |
| 0.0377 | 0.20 | |
| 0.1003 | 0.54 | |
| 0.0681 | 0.28 |
Estimation Period:
Jan 26, 2001 to Feb 6, 2026
Jan 26, 2001 to Feb 6, 2026
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