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V-Lab

Mo-Bruk Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.11% (+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 SGARCH
paramt-stat
ω0.59783.60
α0.19585.59
β0.54866.63
γ10.42211.08
γ2-0.3553-0.63
γ3-0.5691-1.57
γ40.90962.74
γ5-0.7022-1.83
γ60.42460.86
γ7-0.1673-0.33
γ8-0.1548-0.33
γ90.58891.42
γ10-0.9259-1.29
Estimation Period:
Aug 13, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts