Mensch & Maschine Software Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.50% (-1.98%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.1144 | 7.50 | |
| 0.1411 | 8.06 | |
| 0.7110 | 20.69 | |
| 0.1551 | 3.11 | |
| -0.2710 | -3.41 | |
| 0.2149 | 3.98 | |
| -0.2000 | -4.64 | |
| 0.2242 | 5.99 | |
| -0.1923 | -5.72 | |
| 0.0791 | 2.26 | |
| -0.0434 | -0.81 |
Estimation Period:
Jul 18, 1997 to Feb 6, 2026
Jul 18, 1997 to Feb 6, 2026
News Impact Curve
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