MAX Estates Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.66% (-0.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3323 | 4.77 | |
| 0.0374 | 0.96 | |
| 0.3987 | 0.53 | |
| 20.3439 | 3.42 | |
| -32.3019 | -3.29 | |
| 17.9957 | 2.45 | |
| -10.8231 | -1.99 | |
| 6.2708 | 1.54 | |
| -0.3239 | -0.12 |
Estimation Period:
Oct 30, 2023 to Feb 6, 2026
Oct 30, 2023 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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