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V-Lab

Masan Group Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.26% (-5.80%)
Analysis last updated: Sunday, February 8, 2026 at 04:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Masan Group Corp S0GARCH
paramt-stat
ω1.15007.30
α0.20648.45
β0.43285.90
γ1-0.1058-0.67
γ20.09540.39
γ30.13300.57
γ4-0.0645-0.25
γ5-0.3570-2.03
γ60.70933.48
γ7-0.7487-3.48
γ80.41562.52
γ9-0.0375-0.34
Estimation Period:
Nov 16, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts