MarketAxess Holdings Inc Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.66% (-0.93%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.9570 | 5.80 | |
| 0.0720 | 5.49 | |
| 0.8205 | 23.80 | |
| 0.5974 | 5.90 | |
| -0.9348 | -6.17 | |
| 0.4496 | 4.59 | |
| -0.0970 | -1.05 | |
| -0.0506 | -0.47 | |
| 0.1434 | 1.23 | |
| -0.1618 | -1.14 | |
| 0.0585 | 0.36 | |
| -0.2044 | -0.77 |
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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