M Bank SA APARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:32.50% (-0.18%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0861 | 16.31 | |
| 0.0898 | 41.04 | |
| 0.9058 | 376.32 | |
| 0.1682 | 13.42 | |
| 1.6259 | 38.88 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
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