Mbs Inc APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:68.66% (-2.21%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3505 | 6.10 | |
| 0.0528 | 6.40 | |
| 0.9178 | 214.49 | |
| -0.1413 | -7.17 | |
| 2.3343 | 14.65 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
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