Synthetic MR AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.01% (-15.61%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0544 | 20,543,570.00 | |
| 0.4960 | 4,959,990.00 | |
| 0.5012 | 5,011,800.00 | |
| -947.5915 | -9,475,915,000.00 | |
| 776.8743 | 7,768,743,000.00 | |
| 968.3697 | 9,683,697,000.00 | |
| 283.7247 | 2,837,247,000.00 | |
| -590.9346 | -5,909,346,000.00 | |
| -1,019.5690 | -10,195,690,000.00 | |
| -320.2658 | -3,202,658,000.00 | |
| 613.6456 | 6,136,456,000.00 | |
| 529.8623 | 5,298,623,000.00 |
Estimation Period:
Jul 21, 2021 to Feb 6, 2026
Jul 21, 2021 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Synthetic MR AB Analyses
Other Spline-GARCH Analyses on International Equities