MBB SE EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.61% (-1.50%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2992 | 3.38 | |
| 0.2032 | 5.89 | |
| 0.8159 | 13.66 | |
| -0.1317 | -4.55 |
Estimation Period:
Mar 19, 2025 to Feb 6, 2026
Mar 19, 2025 to Feb 6, 2026
News Impact Curve
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