Skip to main content
V-Lab

Arbuthnot Banking Group PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.99% (-0.61%)
Analysis last updated: Sunday, February 15, 2026 at 03:11 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arbuthnot Banking Group PLC S0GARCH
paramt-stat
ω0.17843.32
α0.19085.58
β0.42624.89
γ1-1.2224-4.94
γ21.59114.41
γ3-0.4529-2.14
γ4-0.1437-0.96
γ50.70564.94
γ6-0.8540-4.98
γ70.43062.35
γ8-0.0045-0.04
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts