MCB Investment Management Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:43.55% (+3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4041 | 2.74 | |
| 0.1639 | 6.80 | |
| 0.7191 | 19.24 | |
| -0.2283 | -3.64 | |
| 0.2861 | 3.48 | |
| -0.0613 | -1.29 | |
| -0.0046 | -0.11 | |
| 0.0086 | 0.27 |
Estimation Period:
Aug 28, 2008 to Feb 6, 2026
Aug 28, 2008 to Feb 6, 2026
News Impact Curve
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