Mason Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.80% (-5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8262 | 5.01 | |
| 0.1859 | 6.45 | |
| 0.7285 | 21.38 | |
| -0.0061 | -0.05 | |
| 0.1493 | 0.76 | |
| -0.2825 | -1.94 | |
| 0.2750 | 1.73 | |
| 0.0038 | 0.02 | |
| -0.5676 | -2.72 | |
| 0.8365 | 3.83 | |
| -0.7366 | -2.74 | |
| 0.5489 | 1.99 | |
| -0.2824 | -1.52 |
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Feb 7, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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