MBM Resources BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.90% (-0.99%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.7450 | 6.46 | |
| 0.1209 | 6.39 | |
| 0.7874 | 25.08 | |
| -0.1734 | -6.36 | |
| 0.2681 | 6.51 | |
| -0.1363 | -4.70 | |
| 0.0753 | 2.92 | |
| -0.0808 | -2.84 | |
| 0.1049 | 2.34 |
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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