Modison Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.70% (+4.95%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.3493 | 6.24 | |
| 0.1287 | 5.43 | |
| 0.6770 | 10.10 | |
| -0.0485 | -0.49 | |
| 0.1575 | 1.10 | |
| -0.1351 | -1.48 | |
| -0.0670 | -0.80 | |
| 0.2897 | 3.11 | |
| -0.3858 | -3.35 | |
| 0.3170 | 2.53 | |
| -0.3325 | -2.00 |
Estimation Period:
Oct 15, 2007 to Feb 6, 2026
Oct 15, 2007 to Feb 6, 2026
News Impact Curve
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