MBIA Inc Spline-GARCH Volatility Analysis
Volatility prediction for Wednesday, June 17th, 2026
1 Day
45.51%
decreased by 0.12%
1 Week
46.02%
increased by 0.39%
1 Month
47.68%
increased by 2.05%
Analysis last updated: Tuesday, June 16, 2026 at 10:15 PM UTC
News Impact Curve
How returns affect tomorrow's volatilityVolatility Forecast
How volatility evolves over timeParameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1086 | 4.78 | |
| 0.0820 | 6.92 | |
| 0.8929 | 62.88 | |
| 0.0489 | 1.53 | |
| -0.0104 | -0.22 | |
| -0.1072 | -3.27 | |
| 0.1861 | 5.48 | |
| -0.2370 | -5.91 | |
| 0.1610 | 3.66 | |
| 0.0018 | 0.04 | |
| -0.1504 | -1.81 |
Estimation Period:
Jan 2, 1990 to Jun 12, 2026
Jan 2, 1990 to Jun 12, 2026
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