Mbs Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.34% (+2.70%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8275 | 4.41 | |
| 0.2105 | 6.32 | |
| 0.6370 | 13.53 | |
| 0.4150 | 1.70 | |
| -0.4666 | -1.26 | |
| -0.1213 | -0.43 | |
| 0.3347 | 1.20 | |
| -0.2340 | -0.92 | |
| -0.0169 | -0.07 | |
| 0.2978 | 1.26 | |
| -0.5605 | -2.03 | |
| 0.8739 | 3.27 | |
| -0.7812 | -4.45 |
Estimation Period:
Apr 27, 2005 to Feb 13, 2026
Apr 27, 2005 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities