MBH Mortgage Bank Co PLC GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.35% (-1.44%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.5697 | 23.84 | |
| 0.1866 | 11.30 | |
| 0.6753 | 76.47 | |
| 0.1022 | 2.83 |
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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