MCB Bank Ltd EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.39% (+0.15%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0450 | 10.50 | |
| 0.1564 | 12.85 | |
| 0.9798 | 474.00 | |
| -0.0130 | -2.31 |
Estimation Period:
Aug 26, 1994 to Feb 6, 2026
Aug 26, 1994 to Feb 6, 2026
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