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V-Lab

MBK PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:20.23% (-0.77%)
Analysis last updated: Sunday, February 8, 2026 at 03:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of MBK PCL SGARCH
paramt-stat
ω1.01375.30
α0.10156.57
β0.822132.47
γ1-0.3522-5.01
γ20.50334.65
γ3-0.1207-1.67
γ4-0.0970-1.82
γ50.10181.61
γ6-0.0551-0.68
γ70.09091.12
γ8-0.1417-1.95
γ90.04070.43
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts