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Mch Group Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.07% (-3.09%)
Analysis last updated: Sunday, February 8, 2026 at 04:47 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mch Group Ag S0GARCH
paramt-stat
ω1.32947.95
α0.14167.01
β0.599811.85
γ1-0.3760-3.67
γ20.65464.31
γ3-0.4654-4.40
γ40.32253.09
γ5-0.2601-2.75
γ60.34733.82
γ7-0.3266-2.98
γ80.01410.13
γ90.17981.90
γ10-0.1196-1.92
Estimation Period:
Sep 7, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts