Mabion Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.11% (-0.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6660 | 4.24 | |
| 0.1928 | 5.95 | |
| 0.5250 | 7.59 | |
| -0.4361 | -1.55 | |
| 0.7276 | 1.88 | |
| -0.4495 | -1.80 | |
| 0.1449 | 0.52 | |
| -0.0540 | -0.21 | |
| 0.6885 | 2.93 | |
| -1.3596 | -4.64 | |
| 0.7049 | 2.05 | |
| 0.3933 | 1.26 | |
| -0.4597 | -2.19 |
Estimation Period:
Aug 16, 2010 to Feb 6, 2026
Aug 16, 2010 to Feb 6, 2026
News Impact Curve
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