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MBH Mortgage Bank Co PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.92% (-1.29%)
Analysis last updated: Saturday, February 7, 2026 at 11:00 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MBH Mortgage Bank Co PLC S0GARCH
paramt-stat
ω1.82756.18
α0.25256.85
β0.623015.91
γ10.19843.37
γ2-0.2982-3.22
γ30.12321.71
γ40.01570.20
γ5-0.0963-1.10
γ60.14251.90
γ7-0.1358-2.42
Estimation Period:
Nov 24, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts