MCB Investment Management Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.66% (+1.04%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4036 | 2.76 | |
| 0.1648 | 6.78 | |
| 0.7157 | 19.14 | |
| -0.2276 | -3.64 | |
| 0.2843 | 3.45 | |
| -0.0574 | -1.17 | |
| -0.0133 | -0.26 | |
| 0.0325 | 0.38 |
Estimation Period:
Aug 28, 2008 to Feb 6, 2026
Aug 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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