Modern Steels Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.96% (-4.84%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7152 | 3.20 | |
| 0.1776 | 7.03 | |
| 0.7447 | 18.91 | |
| -1.5289 | -3.21 | |
| 2.6980 | 3.98 | |
| -2.0382 | -3.91 | |
| 1.7048 | 2.90 | |
| -2.4752 | -4.15 | |
| 3.7888 | 7.80 | |
| -3.3062 | -5.42 | |
| 1.3026 | 1.76 | |
| -0.1575 | -0.28 | |
| 0.0342 | 0.12 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
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