Mayer Steel Pipe Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.56% (-1.53%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3361 | 5.85 | |
| 0.2347 | 9.12 | |
| 0.5901 | 15.28 | |
| 0.0572 | 1.64 | |
| -0.1307 | -2.66 | |
| 0.1391 | 3.89 | |
| -0.1147 | -3.02 | |
| 0.0580 | 1.50 | |
| 0.0373 | 0.86 | |
| -0.0681 | -1.28 | |
| 0.0054 | 0.07 |
Estimation Period:
Jan 18, 1995 to Feb 6, 2026
Jan 18, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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