MCB Investment Management EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.18% (+2.52%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2661 | 18.35 | |
| 0.2681 | 21.69 | |
| 0.8735 | 121.71 | |
| 0.0561 | 4.86 |
Estimation Period:
Aug 28, 2008 to Feb 6, 2026
Aug 28, 2008 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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