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Ahli Bank SAOG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:28.18% (-0.90%)
Analysis last updated: Thursday, February 12, 2026 at 09:58 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ahli Bank SAOG S0GARCH
paramt-stat
ω2.73753.74
α0.12486.13
β0.748915.70
γ11.20523.06
γ2-1.7211-2.93
γ30.62871.80
γ4-0.0003-0.00
γ5-0.2332-0.85
γ60.30991.17
γ7-0.5975-2.19
γ80.74243.17
γ9-0.3886-1.56
γ100.05430.24
Estimation Period:
Oct 3, 2005 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts