Mega P&C Advanced Materials Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.05% (-1.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9245 | 4.10 | |
| 0.1119 | 2.53 | |
| 0.6782 | 8.51 | |
| -0.8074 | -1.43 | |
| 1.1916 | 1.74 |
Estimation Period:
Nov 6, 2023 to Feb 6, 2026
Nov 6, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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