MCAN Mortgage Corp AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.39% (+2.30%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0603 | 14.56 | |
| 0.1290 | 31.22 | |
| 0.8563 | 187.62 | |
| 0.2564 | 7.23 |
Estimation Period:
Feb 14, 1992 to Feb 6, 2026
Feb 14, 1992 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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