Mons Bank AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.80% (-1.51%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3614 | 13.43 | |
| 0.1204 | 26.29 | |
| 0.8190 | 130.14 | |
| 0.4707 | 3.68 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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