Monalisa Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.68% (-2.16%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7777 | 4.78 | |
| 0.1413 | 8.82 | |
| 0.8264 | 45.63 | |
| -0.0109 | -0.23 | |
| 0.0847 | 1.23 | |
| -0.2097 | -4.26 | |
| 0.2083 | 3.70 | |
| -0.1023 | -1.52 | |
| 0.0811 | 1.03 | |
| -0.0920 | -1.13 | |
| 0.0334 | 0.43 | |
| 0.0275 | 0.50 |
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Jan 3, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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