Mbf Group Sa GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:83.28% (-1.36%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 2.3430 | 12.46 | |
| 0.0932 | 10.46 | |
| 0.8845 | 148.06 | |
| -0.0347 | -3.11 |
Estimation Period:
Jan 13, 2014 to Feb 6, 2026
Jan 13, 2014 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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