Master Trust Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.23% (-3.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8457 | 3.91 | |
| 0.1261 | 8.12 | |
| 0.7737 | 23.25 | |
| -0.3878 | -5.21 | |
| 0.6796 | 5.80 | |
| -0.5193 | -4.62 | |
| 0.3373 | 3.55 | |
| -0.1474 | -2.28 | |
| 0.0689 | 1.49 | |
| -0.0300 | -0.79 | |
| -0.0089 | -0.24 | |
| 0.0081 | 0.29 |
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Apr 25, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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