M Bank SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:34.18% (-0.91%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3008 | 6.02 | |
| 0.0883 | 9.65 | |
| 0.8864 | 75.61 | |
| -0.0041 | -0.89 | |
| 0.0119 | 1.86 | |
| -0.0111 | -3.69 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
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