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Masterplast Nyrt Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.35% (-0.56%)
Analysis last updated: Saturday, February 7, 2026 at 10:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Masterplast Nyrt S0GARCH
paramt-stat
ω1.10433.10
α0.11254.87
β0.777116.07
γ10.57581.21
γ2-1.3617-2.11
γ31.31173.41
γ4-0.9212-1.78
γ51.11682.09
γ6-1.3101-2.45
γ70.75591.47
γ8-0.3506-0.67
γ90.35190.79
Estimation Period:
Oct 9, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts