Military Commercial Joint Stock Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.53% (-0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6771 | 4.01 | |
| 0.1066 | 6.28 | |
| 0.8154 | 26.24 | |
| 0.3029 | 0.53 | |
| 0.1335 | 0.15 | |
| -1.0216 | -1.57 | |
| 1.4979 | 2.95 | |
| -1.9218 | -4.71 | |
| 1.7037 | 4.10 | |
| -0.7522 | -1.24 | |
| -0.6200 | -0.68 | |
| 1.3658 | 1.53 | |
| -0.8992 | -1.74 |
Estimation Period:
Nov 1, 2011 to Feb 6, 2026
Nov 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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