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V-Lab

Mas Financial Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.75% (+5.84%)
Analysis last updated: Saturday, February 7, 2026 at 11:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Mas Financial S0GARCH
paramt-stat
ω0.99274.55
α0.17563.13
β0.44814.07
γ12.75783.11
γ2-4.0583-3.24
γ31.98372.07
γ4-2.0924-2.11
γ53.77513.72
γ6-4.9920-4.16
γ74.09122.89
γ8-1.7467-1.22
γ90.36720.29
γ10-0.1216-0.16
Estimation Period:
Oct 18, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts