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MBH Mortgage Bank Co PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:21.24% (+0.71%)
Analysis last updated: Tuesday, February 10, 2026 at 08:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MBH Mortgage Bank Co PLC SGARCH
paramt-stat
ω1.75065.82
α0.24456.69
β0.628015.74
γ10.20242.37
γ2-0.2698-2.04
γ30.05800.62
γ40.01500.16
γ50.06710.62
γ6-0.2108-1.55
γ70.36842.43
γ8-0.5835-2.74
Estimation Period:
Nov 24, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts