MBH Mortgage Bank Co PLC AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.69% (-1.58%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5868 | 22.12 | |
| 0.2394 | 28.10 | |
| 0.6631 | 76.52 | |
| 0.2609 | 3.15 |
Estimation Period:
Nov 24, 2003 to Feb 6, 2026
Nov 24, 2003 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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