Mico Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:82.03% (-4.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8488 | 5.30 | |
| 0.1414 | 6.98 | |
| 0.7945 | 31.01 | |
| -0.0807 | -3.29 | |
| 0.1257 | 3.53 | |
| -0.0688 | -2.53 | |
| 0.0756 | 2.03 |
Estimation Period:
Aug 18, 2006 to Feb 6, 2026
Aug 18, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities