MBK PCL EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:21.83% (-0.33%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0279 | 20.51 | |
| 0.1204 | 25.60 | |
| 0.9915 | 1,375.20 | |
| 0.0066 | 1.25 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other EGARCH Analyses on International Equities