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V-Lab

Master Trust Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:51.23% (-3.83%)
Analysis last updated: Saturday, February 7, 2026 at 11:18 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Master Trust Ltd S0GARCH
paramt-stat
ω0.84573.91
α0.12618.12
β0.773723.25
γ1-0.3878-5.21
γ20.67965.80
γ3-0.5193-4.62
γ40.33733.55
γ5-0.1474-2.28
γ60.06891.49
γ7-0.0300-0.79
γ8-0.0089-0.24
γ90.00810.29
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts