Mohandes Insurance Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:41.37% (-0.09%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8228 | 4.62 | |
| 0.1949 | 5.14 | |
| 0.4323 | 5.91 | |
| -0.4205 | -3.26 | |
| 0.8083 | 4.58 | |
| -0.6794 | -6.61 | |
| 0.3997 | 4.18 | |
| -0.0966 | -1.02 | |
| -0.0931 | -0.76 | |
| 0.2060 | 1.24 | |
| -0.1856 | -1.38 |
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Sep 30, 1996 to Feb 5, 2026
News Impact Curve
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