Military Commercial Joint Stock Bank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.22% (-0.54%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0081 | 1.05 | |
| 0.0660 | 18.16 | |
| 0.9265 | 226.65 | |
| -0.5933 | -6.17 |
Estimation Period:
Nov 1, 2011 to Feb 6, 2026
Nov 1, 2011 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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