Mbg Group Jsc GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.05% (+1.02%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.8124 | 16.70 | |
| 0.1287 | 25.56 | |
| 0.8200 | 118.99 |
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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