MarketAxess Holdings Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.11% (+1.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9308 | 5.68 | |
| 0.0691 | 5.35 | |
| 0.8301 | 25.07 | |
| 0.5781 | 5.63 | |
| -0.9034 | -5.87 | |
| 0.4316 | 4.34 | |
| -0.0918 | -0.99 | |
| -0.0422 | -0.39 | |
| 0.1155 | 0.98 | |
| -0.0975 | -0.68 | |
| -0.0769 | -0.52 | |
| 0.1293 | 1.34 |
Estimation Period:
Nov 5, 2004 to Feb 6, 2026
Nov 5, 2004 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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