M Bank SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (-1.59%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1538 | 26.34 | |
| 0.1052 | 61.45 | |
| 0.8731 | 481.60 | |
| 0.4989 | 12.77 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
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