Master Trust Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.66% (-3.62%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8237 | 3.83 | |
| 0.1259 | 8.10 | |
| 0.7743 | 23.21 | |
| -0.3995 | -5.35 | |
| 0.6985 | 5.93 | |
| -0.5334 | -4.69 | |
| 0.3502 | 3.64 | |
| -0.1577 | -2.42 | |
| 0.0738 | 1.60 | |
| -0.0252 | -0.67 | |
| -0.0312 | -0.87 | |
| 0.0704 | 1.28 |
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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