MBIA Inc EGARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
47.66%
decreased by 1.32%
1 Week
47.99%
decreased by 0.99%
1 Month
49.33%
increased by 0.35%
Analysis last updated: Saturday, June 13, 2026 at 12:15 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0129 | 5.92 | |
| 0.0853 | 22.88 | |
| 0.9973 | 1,885.18 | |
| -0.0461 | -16.25 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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