Mb Securities Jsc AGARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:33.58% (-1.47%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3401 | 16.47 | |
| 0.1226 | 36.65 | |
| 0.8475 | 197.00 | |
| 0.2169 | 2.24 |
Estimation Period:
Mar 28, 2016 to Feb 6, 2026
Mar 28, 2016 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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