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Mo-Bruk Sa Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.66% (-0.01%)
Analysis last updated: Sunday, February 8, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mo-Bruk Sa S0GARCH
paramt-stat
ω0.59043.59
α0.19495.40
β0.54266.49
γ10.41051.06
γ2-0.3440-0.62
γ3-0.5617-1.55
γ40.89322.70
γ5-0.6880-1.80
γ60.42720.87
γ7-0.2055-0.41
γ8-0.0469-0.10
γ90.34321.01
γ10-0.2900-1.71
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts