MCR SA AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.36% (-0.35%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4536 | 21.21 | |
| 0.1490 | 35.10 | |
| 0.7682 | 145.75 | |
| 0.4361 | 7.45 |
Estimation Period:
Jul 30, 2007 to Feb 6, 2026
Jul 30, 2007 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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