MBB SE MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.10% (-0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 116 | ||
| 0.0916 | 20.72 | |
| 0.8092 | 101.84 | |
| 0.0250 | 3.25 | |
| 0.0595 | 2.29 | |
| 0.0222 | 2.84 | |
| 0.9688 | 83.14 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
News Impact Curve
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