Mpc Muenchmeyer Petersen Cap AGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:30.67% (-1.31%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2400 | 19.66 | |
| 0.1366 | 41.91 | |
| 0.8513 | 277.49 | |
| 0.3233 | 3.77 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
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