MBK PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.23% (-0.77%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0137 | 5.30 | |
| 0.1015 | 6.57 | |
| 0.8221 | 32.47 | |
| -0.3522 | -5.01 | |
| 0.5033 | 4.65 | |
| -0.1207 | -1.67 | |
| -0.0970 | -1.82 | |
| 0.1018 | 1.61 | |
| -0.0551 | -0.68 | |
| 0.0909 | 1.12 | |
| -0.1417 | -1.95 | |
| 0.0407 | 0.43 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Spline-GARCH Analyses on International Equities