MBK PCL AGARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:19.90% (-0.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0223 | 7.77 | |
| 0.0620 | 25.03 | |
| 0.9322 | 381.28 | |
| -0.3362 | -6.13 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
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