MBM Resources BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:18.98% (+0.64%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7586 | 6.60 | |
| 0.1212 | 6.42 | |
| 0.7854 | 25.11 | |
| -0.1692 | -6.24 | |
| 0.2610 | 6.36 | |
| -0.1297 | -4.45 | |
| 0.0655 | 2.57 | |
| -0.0615 | -2.68 | |
| 0.0523 | 2.50 |
Estimation Period:
Aug 23, 1995 to Feb 6, 2026
Aug 23, 1995 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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