MCB Investment Management MF2-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.97% (+1.69%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 61 | ||
| 0.1667 | 26.29 | |
| 0.7812 | 74.03 | |
| -0.1157 | -17.02 | |
| 4.7291 | 0.21 | |
| 0.2508 | 0.20 | |
| 0.0000 | 0.00 |
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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