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Paragon Banking Group Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:30.18% (-1.18%)
Analysis last updated: Tuesday, February 17, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Paragon Banking Group S0GARCH
paramt-stat
ω2.14117.98
α0.14176.15
β0.657713.10
γ1-0.0521-0.53
γ20.10780.72
γ30.08690.80
γ4-0.3255-2.70
γ50.39452.86
γ6-0.3696-2.59
γ70.19061.41
γ8-0.0226-0.24
Estimation Period:
Jan 31, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts