MBV International Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:53.41% (-1.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5483 | 3.51 | |
| 0.1841 | 2.92 | |
| 0.5848 | 5.25 | |
| 4.3966 | 2.06 | |
| -9.8929 | -3.23 | |
| 11.1114 | 5.87 | |
| -10.0153 | -5.64 | |
| 6.2253 | 2.74 | |
| -3.5432 | -1.23 | |
| 3.9119 | 1.17 |
Estimation Period:
Jul 8, 2020 to Feb 6, 2026
Jul 8, 2020 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other MBV International Ltd Analyses
Other Spline-GARCH Analyses on International Equities