MBB SE GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.85% (-0.82%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4194 | 19.44 | |
| 0.0988 | 15.42 | |
| 0.8211 | 144.59 | |
| 0.0345 | 2.80 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GJR-GARCH Analyses on International Equities