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V-Lab

Bawag P.S.K. Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.81% (-33.12%)
Analysis last updated: Friday, February 13, 2026 at 08:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Bawag P.S.K. SGARCH
paramt-stat
ω0.24242,424,280.00
α0.90249,023,640.00
β0.0976976,320.00
γ112.6916126,915,700.00
γ2-29.2530-292,530,200.00
γ321.8963218,963,000.00
γ4-7.7588-77,588,250.00
γ53.813238,131,770.00
γ6-1.7936-17,936,300.00
γ70.43534,353,320.00
γ8-0.0871-871,020.00
γ90.15881,588,310.00
Estimation Period:
May 8, 2019 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts