Skip to main content
V-Lab

Cmo Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:69.12% (-3.44%)
Analysis last updated: Sunday, February 8, 2026 at 03:01 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cmo Pcl S0GARCH
paramt-stat
ω1.48533.43
α0.17045.03
β0.671313.01
γ10.60662.90
γ2-0.8205-2.70
γ30.19770.94
γ40.07980.39
γ5-0.1905-1.03
γ60.37051.95
γ7-0.3269-1.51
γ80.00490.03
γ90.10250.90
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts