Max Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.05% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4801 | 4.53 | |
| 0.0969 | 8.62 | |
| 0.8253 | 42.51 | |
| -0.0016 | -0.03 | |
| 0.1015 | 1.53 | |
| -0.2361 | -7.09 | |
| 0.2478 | 7.76 | |
| -0.1949 | -6.23 | |
| 0.1405 | 4.63 | |
| -0.0740 | -2.34 | |
| 0.0206 | 0.65 | |
| -0.0083 | -0.33 |
Estimation Period:
Jan 4, 1990 to Feb 10, 2026
Jan 4, 1990 to Feb 10, 2026
News Impact Curve
Volatility Forecasts
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