MBIA Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.21% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0722 | 4.66 | |
| 0.0776 | 6.66 | |
| 0.8979 | 65.34 | |
| 0.0434 | 1.32 | |
| -0.0001 | -0.00 | |
| -0.1168 | -3.47 | |
| 0.1963 | 5.56 | |
| -0.2465 | -5.90 | |
| 0.1690 | 3.88 | |
| -0.0211 | -0.54 | |
| -0.0504 | -1.65 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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