Mayer Steel Pipe Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.65% (-1.74%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2926 | 5.63 | |
| 0.2357 | 9.12 | |
| 0.5893 | 15.34 | |
| 0.0445 | 1.25 | |
| -0.1104 | -2.21 | |
| 0.1255 | 3.50 | |
| -0.1045 | -2.75 | |
| 0.0506 | 1.30 | |
| 0.0432 | 1.00 | |
| -0.0759 | -1.58 | |
| 0.0240 | 0.60 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mayer Steel Pipe Analyses
Other Zero Slope Spline-GARCH Analyses on International Equities