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V-Lab

Mutares Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.45% (-3.34%)
Analysis last updated: Saturday, February 7, 2026 at 10:24 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mutares Ag S0GARCH
paramt-stat
ω1.15752.37
α0.25343.33
β0.64629.65
γ11.32882.78
γ2-1.8123-2.51
γ30.12430.25
γ40.69991.54
γ5-0.3736-0.92
γ60.02530.09
γ7-0.0132-0.06
γ80.08650.49
γ9-0.1094-0.82
Estimation Period:
Jan 26, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts