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V-Lab

Mps Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:55.35% (-6.71%)
Analysis last updated: Saturday, February 7, 2026 at 11:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mps Ltd S0GARCH
paramt-stat
ω1.25717.25
α0.16246.01
β0.657314.94
γ10.08931.09
γ2-0.0049-0.04
γ3-0.2434-2.66
γ40.34963.58
γ5-0.5067-4.74
γ60.69855.86
γ7-0.6081-4.50
γ80.29982.43
γ9-0.0979-1.29
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts