Mpc Muenchmeyer Petersen Cap GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.82% (-1.11%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2046 | 16.95 | |
| 0.1205 | 33.59 | |
| 0.8704 | 241.10 |
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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