MMG Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:79.45% (-3.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7454 | 3.83 | |
| 0.0994 | 6.98 | |
| 0.8058 | 28.75 | |
| 0.0015 | 0.03 | |
| -0.1104 | -1.52 | |
| 0.2124 | 5.05 | |
| -0.1726 | -3.97 | |
| 0.1240 | 3.13 | |
| -0.0455 | -1.29 | |
| -0.0651 | -1.72 | |
| 0.1128 | 1.63 |
Estimation Period:
Dec 15, 1994 to Feb 6, 2026
Dec 15, 1994 to Feb 6, 2026
News Impact Curve
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