MBK PCL GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:19.71% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0278 | 13.77 | |
| 0.0562 | 23.19 | |
| 0.9379 | 372.49 |
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Sep 5, 1996 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other GARCH Analyses on International Equities