MBIA Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility prediction for Monday, June 15th, 2026
1 Day
58.38%
decreased by 1.48%
1 Week
59.93%
increased by 0.07%
1 Month
65.01%
increased by 5.15%
Analysis last updated: Saturday, June 13, 2026 at 12:16 AM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0812 | 4.61 | |
| 0.0741 | 6.53 | |
| 0.9033 | 68.04 | |
| 0.0463 | 1.40 | |
| -0.0076 | -0.16 | |
| -0.1063 | -3.14 | |
| 0.1843 | 5.25 | |
| -0.2392 | -5.81 | |
| 0.1747 | 4.01 | |
| -0.0389 | -1.02 | |
| -0.0345 | -1.23 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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