Must, shall, will, should, would, can, could, may and might are all examples of modal verbs. Modal verbs are easy to spot because there are so few of them, they don’t change their spelling and ...
However, the correct format is, as we all know, I should have, I might have, I could have etc....! The modal form + the present tense of the verb to have ... For example, can, could, may, might ...