MCR SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.53% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2015 | 8.98 | |
| 0.1316 | 7.43 | |
| 0.7909 | 28.69 | |
| 0.0010 | 1.75 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
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