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V-Lab

Asia Commercial Bank JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.65% (-1.18%)
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 SGARCH
paramt-stat
ω1.18854.33
α0.13329.46
β0.826642.36
γ1-0.6589-3.04
γ21.09842.92
γ3-0.8876-2.51
γ41.02762.99
γ5-0.9463-3.51
γ60.54521.86
γ7-0.3930-1.14
γ80.35591.06
γ9-0.0659-0.17
Estimation Period:
Apr 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts