Trust Modaraba Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:57.08% (-2.72%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5105 | 3.24 | |
| 0.0820 | 6.70 | |
| 0.8733 | 42.76 | |
| -0.2712 | -3.05 | |
| 0.5321 | 4.32 | |
| -0.5164 | -7.41 | |
| 0.3688 | 5.05 | |
| -0.0829 | -1.02 | |
| -0.0611 | -0.56 | |
| -0.1505 | -0.80 |
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Jan 9, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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