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V-Lab

Ajman Bank PJSC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 22nd, 2026:26.79% (+2.06%)
Analysis last updated: Friday, February 20, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ajman Bank PJSC SGARCH
paramt-stat
ω2.41376.42
α0.17106.09
β0.57037.38
γ10.01740.07
γ20.38861.02
γ3-0.4702-1.74
γ4-0.0885-0.31
γ5-0.0245-0.07
γ60.68162.73
γ7-1.0201-5.88
γ81.03114.56
γ9-1.2187-3.97
γ101.71383.97
Estimation Period:
Jun 20, 2008 to Feb 19, 2026
Impact of return on volatility tomorrow
Volatility Forecasts