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V-Lab

Mci Capital Alternatywna Spo Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:16.60% (+1.95%)
Analysis last updated: Sunday, February 8, 2026 at 02:19 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mci Capital Alternatywna Spo SGARCH
paramt-stat
ω1.37945.37
α0.13196.07
β0.719714.95
γ1-0.1423-1.72
γ20.31282.69
γ3-0.3455-5.05
γ40.27844.73
γ5-0.1713-3.07
γ60.15922.36
γ7-0.1303-1.53
γ80.06820.62
γ9-0.2186-0.94
Estimation Period:
Mar 29, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts