Mico Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:74.21% (-3.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9927 | 4.61 | |
| 0.1430 | 7.03 | |
| 0.7849 | 30.86 | |
| 0.0119 | 0.12 | |
| -0.1087 | -0.75 | |
| 0.1619 | 1.81 | |
| -0.0125 | -0.15 | |
| -0.1656 | -1.73 | |
| 0.2422 | 2.74 | |
| -0.1975 | -3.40 |
Estimation Period:
Aug 18, 2006 to Feb 13, 2026
Aug 18, 2006 to Feb 13, 2026
News Impact Curve
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