Martin Burn Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:59.73% (-3.42%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1185 | 11.91 | |
| 0.0948 | 7.20 | |
| 0.8249 | 33.07 | |
| -0.0537 | -1.01 | |
| 0.0004 | 0.00 | |
| 0.1688 | 2.19 | |
| -0.2474 | -3.43 | |
| 0.3492 | 4.99 | |
| -0.3949 | -5.53 | |
| 0.2217 | 4.17 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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