MBH Mortgage Bank Co PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.24% (+0.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7506 | 5.82 | |
| 0.2445 | 6.69 | |
| 0.6280 | 15.74 | |
| 0.2024 | 2.37 | |
| -0.2698 | -2.04 | |
| 0.0580 | 0.62 | |
| 0.0150 | 0.16 | |
| 0.0671 | 0.62 | |
| -0.2108 | -1.55 | |
| 0.3684 | 2.43 | |
| -0.5835 | -2.74 |
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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