Mps Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.35% (-6.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2571 | 7.25 | |
| 0.1624 | 6.01 | |
| 0.6573 | 14.94 | |
| 0.0893 | 1.09 | |
| -0.0049 | -0.04 | |
| -0.2434 | -2.66 | |
| 0.3496 | 3.58 | |
| -0.5067 | -4.74 | |
| 0.6985 | 5.86 | |
| -0.6081 | -4.50 | |
| 0.2998 | 2.43 | |
| -0.0979 | -1.29 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
News Impact Curve
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