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V-Lab

MBK PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.39% (-0.71%)
Analysis last updated: Sunday, February 8, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MBK PCL S0GARCH
paramt-stat
ω1.04165.42
α0.10206.51
β0.821132.08
γ1-0.3387-4.80
γ20.48334.44
γ3-0.1120-1.54
γ4-0.0985-1.85
γ50.09971.59
γ6-0.0548-0.69
γ70.09941.27
γ8-0.1706-2.84
γ90.12253.24
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts