Mpc Muenchmeyer Petersen Cap Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (-1.71%)
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 1.7187 | 4.45 | |
| 0.1402 | 8.15 | |
| 0.8027 | 35.76 | |
| 0.1383 | 1.14 | |
| -0.1542 | -0.88 | |
| 0.1302 | 1.08 | |
| -0.2199 | -1.62 | |
| 0.2129 | 1.30 | |
| -0.3812 | -2.64 | |
| 0.5898 | 5.61 | |
| -0.5246 | -4.66 | |
| 0.3141 | 2.04 | |
| -0.2854 | -1.36 |
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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