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V-Lab

Metro Bank Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:32.42% (-0.38%)
Analysis last updated: Thursday, February 12, 2026 at 08:36 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Metro Bank Plc SGARCH
paramt-stat
ω0.68594.00
α0.19903.64
β0.59517.52
γ1-0.6070-1.31
γ22.18392.95
γ3-3.0180-3.91
γ41.90381.93
γ5-0.7731-0.68
γ60.66720.68
γ7-0.5284-0.79
γ8-0.2480-0.42
Estimation Period:
Mar 11, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts