Mbs Inc MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.88% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 21 | ||
| 0.2548 | 20.66 | |
| 0.6519 | 49.47 | |
| -0.1152 | -7.80 | |
| 0.0044 | 1.40 | |
| 0.0102 | 4.00 | |
| 0.9898 | 379.66 |
Estimation Period:
Apr 27, 2005 to Feb 13, 2026
Apr 27, 2005 to Feb 13, 2026
News Impact Curve
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