Mons Bank GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.22% (-0.13%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.3430 | 8.43 | |
| 0.1060 | 21.44 | |
| 0.8383 | 96.36 |
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Jan 2, 1990 to Feb 6, 2026
News Impact Curve
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