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V-Lab

ForteBank JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.75% (+0.01%)
Analysis last updated: Sunday, February 15, 2026 at 01:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ForteBank JSC S0GARCH
paramt-stat
ω2.15471.86
α0.35224.77
β0.600410.07
γ1-0.3413-0.06
γ2-12.5562-1.41
γ333.48074.50
γ4-30.8543-3.56
γ511.05771.36
γ6-4.4296-0.95
γ711.13402.47
γ8-12.4753-2.42
γ99.03101.97
γ10-6.5396-2.73
Estimation Period:
May 16, 2016 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts