Mechanics Bancorp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.37% (+2.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9093 | 5.64 | |
| 0.0639 | 4.11 | |
| 0.8177 | 16.58 | |
| -0.0897 | -0.34 | |
| 0.3472 | 0.88 | |
| -0.3508 | -1.27 | |
| 0.0544 | 0.21 | |
| 0.2842 | 0.92 | |
| -0.7226 | -1.97 | |
| 1.2679 | 3.37 | |
| -1.5853 | -3.07 | |
| 0.8165 | 0.87 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
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