Middlesex Water Co Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:28.76% (+2.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.4092 | 9.59 | |
| 0.1270 | 9.50 | |
| 0.8203 | 48.44 | |
| -0.0052 | -1.27 | |
| 0.0146 | 2.54 | |
| -0.0137 | -5.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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