Mch Group Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.07% (-3.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3294 | 7.95 | |
| 0.1416 | 7.01 | |
| 0.5998 | 11.85 | |
| -0.3760 | -3.67 | |
| 0.6546 | 4.31 | |
| -0.4654 | -4.40 | |
| 0.3225 | 3.09 | |
| -0.2601 | -2.75 | |
| 0.3473 | 3.82 | |
| -0.3266 | -2.98 | |
| 0.0141 | 0.13 | |
| 0.1798 | 1.90 | |
| -0.1196 | -1.92 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
News Impact Curve
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