Met Extra Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.96% (-4.94%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6055 | 7.62 | |
| 0.2075 | 7.38 | |
| 0.6850 | 16.95 | |
| 0.0613 | 2.18 | |
| -0.1394 | -2.82 | |
| 0.1156 | 2.77 | |
| -0.0448 | -1.36 | |
| 0.0072 | 0.26 | |
| 0.0029 | 0.10 | |
| -0.0056 | -0.24 |
Estimation Period:
Jul 17, 1991 to Feb 6, 2026
Jul 17, 1991 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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