Mps Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.30% (-7.41%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.2714 | 7.38 | |
| 0.1646 | 6.01 | |
| 0.6496 | 14.51 | |
| 0.0954 | 1.17 | |
| -0.0104 | -0.08 | |
| -0.2496 | -2.75 | |
| 0.3631 | 3.74 | |
| -0.5228 | -4.94 | |
| 0.7181 | 6.06 | |
| -0.6410 | -4.77 | |
| 0.3707 | 2.97 | |
| -0.2783 | -2.27 |
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Mar 10, 2003 to Feb 6, 2026
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