MCR SA EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.34% (-0.24%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.1595 | 16.52 | |
| 0.2316 | 32.62 | |
| 0.9173 | 167.49 | |
| -0.0456 | -6.11 |
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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