Modern Steels Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.78% (-4.92%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6810 | 3.07 | |
| 0.1785 | 7.07 | |
| 0.7443 | 19.05 | |
| -1.6377 | -3.36 | |
| 2.8778 | 4.13 | |
| -2.1775 | -4.10 | |
| 1.8369 | 3.10 | |
| -2.5868 | -4.32 | |
| 3.8663 | 7.92 | |
| -3.3535 | -5.45 | |
| 1.3202 | 1.76 | |
| -0.1268 | -0.20 | |
| -0.0940 | -0.11 |
Estimation Period:
May 4, 2011 to Feb 6, 2026
May 4, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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