Mensch & Maschine Software Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.75% (-1.83%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.0700 | 7.38 | |
| 0.1407 | 8.08 | |
| 0.7129 | 20.92 | |
| 0.1457 | 2.90 | |
| -0.2558 | -3.19 | |
| 0.2039 | 3.73 | |
| -0.1896 | -4.36 | |
| 0.2129 | 5.66 | |
| -0.1767 | -5.36 | |
| 0.0506 | 1.67 | |
| 0.0253 | 1.17 |
Estimation Period:
Jul 18, 1997 to Feb 6, 2026
Jul 18, 1997 to Feb 6, 2026
News Impact Curve
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