MCB Bank Ltd GJR-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.19% (-0.28%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0771 | 14.94 | |
| 0.0690 | 16.03 | |
| 0.9122 | 263.63 | |
| 0.0148 | 2.13 |
Estimation Period:
Aug 26, 1994 to Feb 6, 2026
Aug 26, 1994 to Feb 6, 2026
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