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V-Lab

Asia Commercial Bank JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:22.14% (-1.25%)
Analysis last updated: Tuesday, February 10, 2026 at 11:01 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Asia Commercial Bank JSC S0GARCH
paramt-stat
ω1.19494.31
α0.13309.48
β0.827442.45
γ1-0.6481-2.96
γ21.07902.84
γ3-0.8711-2.45
γ41.01282.93
γ5-0.9375-3.48
γ60.55101.90
γ7-0.4242-1.26
γ80.43131.45
γ9-0.2475-1.19
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts