MBK PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.39% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0416 | 5.42 | |
| 0.1020 | 6.51 | |
| 0.8211 | 32.08 | |
| -0.3387 | -4.80 | |
| 0.4833 | 4.44 | |
| -0.1120 | -1.54 | |
| -0.0985 | -1.85 | |
| 0.0997 | 1.59 | |
| -0.0548 | -0.69 | |
| 0.0994 | 1.27 | |
| -0.1706 | -2.84 | |
| 0.1225 | 3.24 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Zero Slope Spline-GARCH Analyses on International Equities