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V-Lab

Mason Capital Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:63.80% (-5.84%)
Analysis last updated: Friday, February 13, 2026 at 10:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mason Capital Corp S0GARCH
paramt-stat
ω1.82625.01
α0.18596.45
β0.728521.38
γ1-0.0061-0.05
γ20.14930.76
γ3-0.2825-1.94
γ40.27501.73
γ50.00380.02
γ6-0.5676-2.72
γ70.83653.83
γ8-0.7366-2.74
γ90.54891.99
γ10-0.2824-1.52
Estimation Period:
Feb 7, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts