Mo-Bruk Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.11% (+0.01%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5978 | 3.60 | |
| 0.1958 | 5.59 | |
| 0.5486 | 6.63 | |
| 0.4221 | 1.08 | |
| -0.3553 | -0.63 | |
| -0.5691 | -1.57 | |
| 0.9096 | 2.74 | |
| -0.7022 | -1.83 | |
| 0.4246 | 0.86 | |
| -0.1673 | -0.33 | |
| -0.1548 | -0.33 | |
| 0.5889 | 1.42 | |
| -0.9259 | -1.29 |
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Aug 13, 2010 to Feb 6, 2026
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