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V-Lab

Cmo Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:77.19% (-3.42%)
Analysis last updated: Friday, February 13, 2026 at 11:31 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cmo Pcl SGARCH
paramt-stat
ω1.51503.50
α0.17005.01
β0.671713.00
γ10.62473.00
γ2-0.8468-2.79
γ30.20901.00
γ40.07760.38
γ5-0.1931-1.04
γ60.37211.93
γ7-0.3199-1.43
γ8-0.0240-0.11
γ90.19500.77
Estimation Period:
Oct 8, 2004 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts