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Mpc Muenchmeyer Petersen Cap Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.00% (-1.17%)
Analysis last updated: Wednesday, February 11, 2026 at 08:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mpc Muenchmeyer Petersen Cap S0GARCH
paramt-stat
ω1.61084.19
α0.13588.07
β0.812237.60
γ10.09600.77
γ2-0.0923-0.51
γ30.09270.74
γ4-0.1824-1.28
γ50.17321.01
γ6-0.3436-2.31
γ70.55215.15
γ8-0.4668-4.31
γ90.19011.54
γ100.01600.19
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts