Mbg Group Jsc EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:56.33% (+1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1764 | 19.92 | |
| 0.1933 | 20.90 | |
| 0.9402 | 300.95 | |
| 0.0096 | 1.42 |
Estimation Period:
Nov 26, 2015 to Feb 6, 2026
Nov 26, 2015 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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