MCB Investment Management AGARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:27.03% (-1.10%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4464 | 16.18 | |
| 0.1377 | 29.93 | |
| 0.7814 | 118.07 | |
| -0.8803 | -11.53 |
Estimation Period:
Aug 28, 2008 to Feb 4, 2026
Aug 28, 2008 to Feb 4, 2026
News Impact Curve
Volatility Forecasts
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