M3 Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.53% (-3.81%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0765 | 4.62 | |
| 0.1123 | 4.77 | |
| 0.7473 | 16.31 | |
| 0.0194 | 0.10 | |
| -0.0070 | -0.02 | |
| 0.1763 | 0.87 | |
| -0.3338 | -1.28 | |
| 0.0728 | 0.21 | |
| 0.2994 | 0.82 | |
| -0.4184 | -1.04 | |
| 0.2521 | 0.71 | |
| -0.0050 | -0.02 | |
| -0.1078 | -0.77 |
Estimation Period:
Sep 20, 2004 to Feb 6, 2026
Sep 20, 2004 to Feb 6, 2026
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