Milbon Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:15.74% (-0.67%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7687 | 6.99 | |
| 0.2133 | 7.57 | |
| 0.4473 | 6.65 | |
| -0.3165 | -5.46 | |
| 0.3213 | 3.63 | |
| 0.1129 | 1.66 | |
| -0.2595 | -3.53 | |
| 0.2737 | 2.57 | |
| -0.1864 | -1.32 | |
| 0.1321 | 1.12 | |
| -0.2008 | -2.13 | |
| 0.2287 | 1.91 | |
| -0.3174 | -2.09 |
Estimation Period:
Jun 26, 1996 to Feb 13, 2026
Jun 26, 1996 to Feb 13, 2026
News Impact Curve
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