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V-Lab

Mpc Muenchmeyer Petersen Cap Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:23.41% (-1.71%)
Analysis last updated: Saturday, February 7, 2026 at 10:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mpc Muenchmeyer Petersen Cap SGARCH
paramt-stat
ω1.71874.45
α0.14028.15
β0.802735.76
γ10.13831.14
γ2-0.1542-0.88
γ30.13021.08
γ4-0.2199-1.62
γ50.21291.30
γ6-0.3812-2.64
γ70.58985.61
γ8-0.5246-4.66
γ90.31412.04
γ10-0.2854-1.36
Estimation Period:
Nov 23, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts