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V-Lab

Mbf Group Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:97.22% (-2.43%)
Analysis last updated: Sunday, February 8, 2026 at 03:02 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mbf Group Sa S0GARCH
paramt-stat
ω2.18762.07
α0.15053.97
β0.734911.65
γ10.77821.52
γ2-0.7955-1.19
γ3-0.5136-1.14
γ41.52922.72
γ5-2.1428-3.64
γ61.87173.84
γ7-1.1197-2.11
γ81.02291.66
γ9-1.0070-2.17
Estimation Period:
Jan 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts