Martin Burn Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:63.21% (-3.27%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.1177 | 12.17 | |
| 0.0970 | 7.07 | |
| 0.8160 | 30.54 | |
| -0.0532 | -1.03 | |
| -0.0006 | -0.01 | |
| 0.1709 | 2.28 | |
| -0.2531 | -3.59 | |
| 0.3625 | 5.05 | |
| -0.4253 | -4.75 | |
| 0.3064 | 2.02 |
Estimation Period:
Jul 23, 2007 to Feb 6, 2026
Jul 23, 2007 to Feb 6, 2026
News Impact Curve
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