MCR SA GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.71% (-0.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.4109 | 17.85 | |
| 0.1327 | 30.03 | |
| 0.7970 | 123.06 |
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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