Mons Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.61% (-0.55%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.5553 | 3.91 | |
| 0.1353 | 7.42 | |
| 0.7442 | 19.80 | |
| 0.1711 | 4.68 | |
| -0.2299 | -4.68 | |
| 0.0498 | 1.92 | |
| 0.0299 | 1.48 | |
| -0.0202 | -1.53 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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