Skip to main content
V-Lab

Bawag P.S.K. Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:61.68% (+20.59%)
Analysis last updated: Saturday, February 14, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bawag P.S.K. S0GARCH
paramt-stat
ω3.159031,590,310.00
α0.43164,316,270.00
β0.56845,683,730.00
γ11,016.869010,168,690,000.00
γ2-1,572.9410-15,729,410,000.00
γ3703.62147,036,214,000.00
γ4-136.7925-1,367,925,000.00
γ5-45.5222-455,221,900.00
γ688.3075883,074,500.00
γ7-84.0332-840,332,100.00
γ816.0196160,195,800.00
γ926.6121266,121,400.00
Estimation Period:
May 8, 2019 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts