Skip to main content
V-Lab

Mch Group Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:36.42% (-6.12%)
Analysis last updated: Saturday, February 7, 2026 at 01:15 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mch Group Ag SGARCH
paramt-stat
ω1.30097.81
α0.14037.02
β0.610112.41
γ1-0.4069-3.95
γ20.70664.62
γ3-0.5040-4.70
γ40.35393.34
γ5-0.2853-2.97
γ60.36483.96
γ7-0.3295-2.97
γ8-0.0027-0.02
γ90.22182.02
γ10-0.2324-1.56
Estimation Period:
Sep 7, 2001 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts