Modon Holding PSC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:21.22% (-0.89%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1018 | 3.24 | |
| 0.0988 | 3.47 | |
| 0.7686 | 9.59 | |
| 0.3229 | 0.28 | |
| -0.7987 | -0.45 | |
| -0.0179 | -0.01 | |
| 2.4597 | 1.88 | |
| -4.0931 | -3.23 | |
| 3.2467 | 2.83 | |
| -1.7741 | -1.46 | |
| 1.1858 | 0.68 | |
| -1.1493 | -0.49 |
Estimation Period:
Dec 6, 2017 to Feb 6, 2026
Dec 6, 2017 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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