M Bank SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.47% (-1.32%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0571 | 25.63 | |
| 0.1937 | 46.92 | |
| 0.9752 | 912.24 | |
| -0.0382 | -10.68 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
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