Mo-Bruk Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5904 | 3.59 | |
| 0.1949 | 5.40 | |
| 0.5426 | 6.49 | |
| 0.4105 | 1.06 | |
| -0.3440 | -0.62 | |
| -0.5617 | -1.55 | |
| 0.8932 | 2.70 | |
| -0.6880 | -1.80 | |
| 0.4272 | 0.87 | |
| -0.2055 | -0.41 | |
| -0.0469 | -0.10 | |
| 0.3432 | 1.01 | |
| -0.2900 | -1.71 |
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Aug 13, 2010 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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