Marcus & Millichap Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:39.52% (+0.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0067 | 7.58 | |
| 0.1001 | 3.23 | |
| 0.7180 | 10.36 | |
| -0.3493 | -3.68 | |
| 0.6085 | 4.31 | |
| -0.3714 | -2.96 | |
| 0.1515 | 1.13 | |
| -0.0542 | -0.65 |
Estimation Period:
Oct 31, 2013 to Feb 6, 2026
Oct 31, 2013 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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