Mch Group Ag EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.24% (-0.66%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0169 | 11.14 | |
| 0.0880 | 32.78 | |
| 0.9944 | 2,076.01 | |
| -0.0187 | -5.77 |
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Sep 7, 2001 to Feb 6, 2026
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