Mechanics Bancorp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.20% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.9111 | 5.77 | |
| 0.0650 | 4.19 | |
| 0.8073 | 14.93 | |
| -0.0773 | -0.30 | |
| 0.3263 | 0.84 | |
| -0.3357 | -1.24 | |
| 0.0439 | 0.17 | |
| 0.2968 | 0.99 | |
| -0.7563 | -2.16 | |
| 1.3462 | 4.06 | |
| -1.7519 | -5.59 | |
| 1.2487 | 4.58 |
Estimation Period:
Feb 10, 2012 to Feb 6, 2026
Feb 10, 2012 to Feb 6, 2026
News Impact Curve
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