Military Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.20% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6754 | 4.03 | |
| 0.1082 | 6.25 | |
| 0.8106 | 25.33 | |
| 0.2970 | 0.53 | |
| 0.1501 | 0.17 | |
| -1.0490 | -1.63 | |
| 1.5359 | 3.06 | |
| -1.9676 | -4.86 | |
| 1.7568 | 4.22 | |
| -0.8235 | -1.33 | |
| -0.4958 | -0.52 | |
| 1.0990 | 1.12 | |
| -0.2118 | -0.25 |
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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