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V-Lab

Mbf Group Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.29% (-3.98%)
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 SGARCH
paramt-stat
ω2.29472.06
α0.16283.45
β0.728110.53
γ10.80471.56
γ2-0.8211-1.21
γ3-0.5282-1.13
γ41.57102.68
γ5-2.2241-3.63
γ62.03333.98
γ7-1.4932-2.54
γ81.85932.39
γ9-2.9079-3.00
Estimation Period:
Jan 13, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts