Mbs Inc GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:62.18% (-1.23%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2567 | 13.52 | |
| 0.0823 | 13.43 | |
| 0.9219 | 186.06 | |
| -0.0405 | -4.71 |
Estimation Period:
Apr 27, 2005 to Feb 13, 2026
Apr 27, 2005 to Feb 13, 2026
News Impact Curve
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