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V-Lab

Mps Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:50.30% (-7.41%)
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 SGARCH
paramt-stat
ω1.27147.38
α0.16466.01
β0.649614.51
γ10.09541.17
γ2-0.0104-0.08
γ3-0.2496-2.75
γ40.36313.74
γ5-0.5228-4.94
γ60.71816.06
γ7-0.6410-4.77
γ80.37072.97
γ9-0.2783-2.27
Estimation Period:
Mar 10, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts