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V-Lab

Mci Capital Alternatywna Spo Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.04% (+1.27%)
Analysis last updated: Sunday, February 8, 2026 at 02:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mci Capital Alternatywna Spo S0GARCH
paramt-stat
ω1.41855.63
α0.12935.83
β0.713113.37
γ1-0.1170-1.45
γ20.27132.37
γ3-0.3158-4.67
γ40.25244.36
γ5-0.1453-2.65
γ60.12661.91
γ7-0.0753-0.91
γ8-0.0416-0.56
γ90.06731.42
Estimation Period:
Mar 29, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts