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Arbuthnot Banking Group PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:16.37% (-0.73%)
Analysis last updated: Sunday, February 15, 2026 at 03:10 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Arbuthnot Banking Group PLC SGARCH
paramt-stat
ω0.17743.29
α0.19185.54
β0.42764.93
γ1-1.2307-4.96
γ21.60284.42
γ3-0.4557-2.14
γ4-0.1493-0.99
γ50.72175.00
γ6-0.8899-5.04
γ70.51552.56
γ8-0.2441-1.16
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts