Milbon Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:24.03% (-0.20%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7821 | 7.11 | |
| 0.2116 | 7.26 | |
| 0.4484 | 6.47 | |
| -0.3087 | -5.34 | |
| 0.3153 | 3.56 | |
| 0.1021 | 1.50 | |
| -0.2377 | -3.24 | |
| 0.2470 | 2.31 | |
| -0.1566 | -1.09 | |
| 0.0944 | 0.78 | |
| -0.1418 | -1.50 | |
| 0.1124 | 1.03 | |
| -0.0201 | -0.27 |
Estimation Period:
Jun 26, 1996 to Feb 13, 2026
Jun 26, 1996 to Feb 13, 2026
News Impact Curve
Volatility Forecasts
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