Morgan Advanced Materials PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.18% (-0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5703 | 3.72 | |
| 0.0634 | 6.84 | |
| 0.8981 | 55.28 | |
| -0.1349 | -1.71 | |
| 0.2849 | 2.69 | |
| -0.2669 | -4.23 | |
| 0.1632 | 2.24 | |
| -0.0683 | -1.04 | |
| -0.0021 | -0.04 | |
| 0.0760 | 1.31 | |
| -0.0712 | -1.19 | |
| 0.0167 | 0.39 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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