Modison Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.37% (+4.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3579 | 6.08 | |
| 0.1328 | 5.51 | |
| 0.6826 | 10.74 | |
| -0.0432 | -0.42 | |
| 0.1507 | 1.03 | |
| -0.1350 | -1.45 | |
| -0.0603 | -0.70 | |
| 0.2706 | 2.87 | |
| -0.3402 | -2.94 | |
| 0.2103 | 1.84 | |
| -0.0552 | -0.75 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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