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V-Lab

Mbs Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:47.34% (+2.70%)
Analysis last updated: Sunday, February 15, 2026 at 12:53 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mbs Inc S0GARCH
paramt-stat
ω1.82754.41
α0.21056.32
β0.637013.53
γ10.41501.70
γ2-0.4666-1.26
γ3-0.1213-0.43
γ40.33471.20
γ5-0.2340-0.92
γ6-0.0169-0.07
γ70.29781.26
γ8-0.5605-2.03
γ90.87393.27
γ10-0.7812-4.45
Estimation Period:
Apr 27, 2005 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts