Mpc Muenchmeyer Petersen Cap Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:26.56% (-1.49%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.6108 | 4.19 | |
| 0.1358 | 8.07 | |
| 0.8122 | 37.60 | |
| 0.0960 | 0.77 | |
| -0.0923 | -0.51 | |
| 0.0927 | 0.74 | |
| -0.1824 | -1.28 | |
| 0.1732 | 1.01 | |
| -0.3436 | -2.31 | |
| 0.5521 | 5.15 | |
| -0.4668 | -4.31 | |
| 0.1901 | 1.54 | |
| 0.0160 | 0.19 |
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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