MBB SE EGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:38.66% (-2.75%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1235 | 18.61 | |
| 0.2256 | 34.96 | |
| 0.9390 | 253.36 | |
| -0.0158 | -2.60 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
News Impact Curve
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