MBIA Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.82% (-1.34%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0130 | 5.86 | |
| 0.0854 | 22.81 | |
| 0.9973 | 1,867.52 | |
| -0.0467 | -16.34 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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