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V-Lab

Master Trust Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:54.66% (-3.62%)
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 SGARCH
paramt-stat
ω0.82373.83
α0.12598.10
β0.774323.21
γ1-0.3995-5.35
γ20.69855.93
γ3-0.5334-4.69
γ40.35023.64
γ5-0.1577-2.42
γ60.07381.60
γ7-0.0252-0.67
γ8-0.0312-0.87
γ90.07041.28
Estimation Period:
Apr 25, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts