Synthetic MR AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:164,653,774,933,950,380,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000,000.00% (0.00%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0075 | 75,190.00 | |
| 0.9063 | 9,063,210.00 | |
| 0.0032 | 31,830.00 | |
| 194.5913 | 1,945,913,000.00 | |
| 258.7668 | 2,587,668,000.00 | |
| 260.1826 | 2,601,826,000.00 | |
| -209.5298 | -2,095,298,000.00 | |
| 73.7710 | 737,709,600.00 | |
| -271.9552 | -2,719,552,000.00 | |
| -979.3671 | -9,793,671,000.00 | |
| 127.7473 | 1,277,473,000.00 | |
| 725.1936 | 7,251,936,000.00 | |
| -438.6295 | -4,386,295,000.00 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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