Mas Financial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.75% (+5.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9927 | 4.55 | |
| 0.1756 | 3.13 | |
| 0.4481 | 4.07 | |
| 2.7578 | 3.11 | |
| -4.0583 | -3.24 | |
| 1.9837 | 2.07 | |
| -2.0924 | -2.11 | |
| 3.7751 | 3.72 | |
| -4.9920 | -4.16 | |
| 4.0912 | 2.89 | |
| -1.7467 | -1.22 | |
| 0.3672 | 0.29 | |
| -0.1216 | -0.16 |
Estimation Period:
Oct 18, 2017 to Feb 6, 2026
Oct 18, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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