Mbs Inc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:62.99% (-1.88%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2407 | 12.76 | |
| 0.0590 | 12.62 | |
| 0.9259 | 182.18 |
Estimation Period:
Apr 27, 2005 to Feb 6, 2026
Apr 27, 2005 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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