MBH Mortgage Bank Co PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.92% (-1.29%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.8275 | 6.18 | |
| 0.2525 | 6.85 | |
| 0.6230 | 15.91 | |
| 0.1984 | 3.37 | |
| -0.2982 | -3.22 | |
| 0.1232 | 1.71 | |
| 0.0157 | 0.20 | |
| -0.0963 | -1.10 | |
| 0.1425 | 1.90 | |
| -0.1358 | -2.42 |
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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