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Mpac Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.27% (-0.94%)
Analysis last updated: Sunday, February 8, 2026 at 04:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mpac Group PLC S0GARCH
paramt-stat
ω0.95894.82
α0.21524.03
β0.47274.76
γ1-0.4604-3.66
γ20.80813.84
γ3-0.4122-1.98
γ40.03270.15
γ5-0.0139-0.07
γ60.08000.45
γ7-0.0368-0.29
Estimation Period:
Jan 3, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts