Morella Corp Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:514.50% (-12.40%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.6602 | 4.91 | |
| 0.2743 | 17.92 | |
| 0.7243 | 46.13 | |
| -0.0703 | -0.22 | |
| -0.0157 | -0.04 | |
| -0.0340 | -0.16 | |
| 0.2984 | 1.98 | |
| 0.0055 | 0.03 | |
| -5.1381 | -8.28 | |
| 16.0488 | 7.54 | |
| -23.8977 | -5.04 | |
| 28.7828 | 3.41 |
Estimation Period:
Jan 8, 2001 to Feb 6, 2026
Jan 8, 2001 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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