Mangalam Industrial Fin Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:74.62% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 4.8937 | 2.87 | |
| 0.1354 | 4.19 | |
| 0.8556 | 25.11 | |
| 2.9780 | 7.83 | |
| -3.9622 | -6.06 | |
| 0.8387 | 1.42 | |
| 0.6904 | 1.23 | |
| -1.0430 | -1.89 | |
| 0.6665 | 1.84 |
Estimation Period:
Mar 25, 2014 to Feb 6, 2026
Mar 25, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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