M Bank SA MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.66% (-1.17%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 31 | ||
| 0.0656 | 24.24 | |
| 0.7790 | 87.00 | |
| 0.0852 | 15.99 | |
| 0.0732 | 5.09 | |
| 0.0418 | 5.38 | |
| 0.9464 | 96.49 |
Estimation Period:
Oct 7, 1992 to Feb 6, 2026
Oct 7, 1992 to Feb 6, 2026
News Impact Curve
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