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V-Lab

Pureun Savings Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:34.05% (-1.73%)
Analysis last updated: Sunday, February 15, 2026 at 01:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pureun Savings Bank S0GARCH
paramt-stat
ω6.00973.92
α0.20666.77
β0.754125.19
γ10.97992.16
γ2-1.0930-1.50
γ30.00500.01
γ40.05780.23
γ50.30351.24
γ6-0.5272-2.66
γ70.28141.68
γ80.37212.21
γ9-0.8282-5.14
γ100.61995.79
Estimation Period:
Feb 8, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts