Moelis & Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.35% (+0.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8132 | 14.77 | |
| 0.1382 | 3.86 | |
| 0.5345 | 4.55 | |
| -0.0034 | -3.37 |
Estimation Period:
Apr 16, 2014 to Feb 6, 2026
Apr 16, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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