Mmtc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:38.57% (-2.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.0971 | 4.46 | |
| 0.2386 | 6.21 | |
| 0.5375 | 10.19 | |
| -0.0706 | -0.87 | |
| 0.1272 | 1.13 | |
| -0.0648 | -1.21 | |
| -0.0145 | -0.40 | |
| 0.0354 | 1.46 |
Estimation Period:
Apr 24, 2007 to Feb 6, 2026
Apr 24, 2007 to Feb 6, 2026
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