Mch Group Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.42% (-6.12%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3009 | 7.81 | |
| 0.1403 | 7.02 | |
| 0.6101 | 12.41 | |
| -0.4069 | -3.95 | |
| 0.7066 | 4.62 | |
| -0.5040 | -4.70 | |
| 0.3539 | 3.34 | |
| -0.2853 | -2.97 | |
| 0.3648 | 3.96 | |
| -0.3295 | -2.97 | |
| -0.0027 | -0.02 | |
| 0.2218 | 2.02 | |
| -0.2324 | -1.56 |
Estimation Period:
Sep 7, 2001 to Jan 30, 2026
Sep 7, 2001 to Jan 30, 2026
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