Marico Bangladesh Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:9.10% (-0.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 3.4617 | 3.31 | |
| 0.2909 | 25.60 | |
| 0.7081 | 62.77 | |
| -1.7823 | -2.64 | |
| 2.5319 | 3.04 | |
| -1.4168 | -2.96 | |
| 1.1178 | 2.00 | |
| -0.6632 | -0.96 | |
| 0.6642 | 0.69 | |
| -6.4595 | -4.87 | |
| 17.6751 | 8.79 | |
| -18.4461 | -6.37 | |
| 8.0590 | 2.69 |
Estimation Period:
Oct 9, 2009 to Feb 5, 2026
Oct 9, 2009 to Feb 5, 2026
News Impact Curve
Volatility Forecasts
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