Mpc Muenchmeyer Petersen Cap EGARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.31% (-1.46%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.0892 | 22.02 | |
| 0.2530 | 44.20 | |
| 0.9697 | 607.99 | |
| -0.0164 | -2.85 |
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Nov 23, 2000 to Feb 6, 2026
News Impact Curve
Volatility Forecasts
Other Mpc Muenchmeyer Petersen Cap Analyses
Other EGARCH Analyses on International Equities