Mbs Inc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.61% (-1.65%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0900 | 10.32 | |
| 0.0989 | 8.73 | |
| 0.9736 | 408.38 | |
| 0.0478 | 6.62 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
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