MBB SE Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:30.84% (-2.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6665 | 5.20 | |
| 0.1159 | 7.62 | |
| 0.7807 | 26.75 | |
| -0.1388 | -2.94 | |
| 0.2011 | 2.99 | |
| -0.0849 | -2.13 | |
| 0.0013 | 0.04 | |
| 0.0441 | 1.92 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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