Mason Capital Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:63.72% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.5769 | 4.28 | |
| 0.1852 | 6.42 | |
| 0.7299 | 21.52 | |
| -0.1226 | -0.88 | |
| 0.3138 | 1.54 | |
| -0.3543 | -2.42 | |
| 0.3094 | 1.93 | |
| -0.0091 | -0.05 | |
| -0.5666 | -2.71 | |
| 0.8381 | 3.77 | |
| -0.7312 | -2.58 | |
| 0.5221 | 1.63 | |
| -0.1987 | -0.54 |
Estimation Period:
Feb 7, 2001 to Feb 13, 2026
Feb 7, 2001 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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