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V-Lab

Masterplast Nyrt Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.61% (-0.55%)
Analysis last updated: Saturday, February 7, 2026 at 10:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Masterplast Nyrt SGARCH
paramt-stat
ω1.10543.08
α0.11284.89
β0.776916.09
γ10.58871.23
γ2-1.3863-2.14
γ31.33433.46
γ4-0.9421-1.82
γ51.13542.11
γ6-1.3265-2.45
γ70.77161.40
γ8-0.3710-0.54
γ90.39750.41
Estimation Period:
Oct 9, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts