Skip to main content
V-Lab

Ajman Bank PJSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:19.98% (+2.20%)
Analysis last updated: Saturday, February 14, 2026 at 09:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ajman Bank PJSC S0GARCH
paramt-stat
ω2.39696.31
α0.16646.03
β0.59638.70
γ10.01200.05
γ20.39151.01
γ3-0.4612-1.67
γ4-0.1036-0.35
γ5-0.0025-0.01
γ60.63782.48
γ7-0.9292-5.27
γ80.84333.71
γ9-0.7862-2.55
γ100.61912.35
Estimation Period:
Jun 20, 2008 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts