MBB SE Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:35.40% (-1.97%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.6633 | 5.35 | |
| 0.1126 | 7.48 | |
| 0.7790 | 25.03 | |
| -0.1363 | -2.94 | |
| 0.1938 | 2.93 | |
| -0.0696 | -1.75 | |
| -0.0333 | -0.90 | |
| 0.1403 | 2.66 |
Estimation Period:
May 8, 2006 to Feb 6, 2026
May 8, 2006 to Feb 6, 2026
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