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V-Lab

ForteBank JSC Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:12.09% (+3.90%)
Analysis last updated: Tuesday, February 17, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of ForteBank JSC SGARCH
paramt-stat
ω2.88062.05
α0.37355.17
β0.58049.76
γ12.30570.44
γ2-16.5750-1.95
γ335.54124.93
γ4-31.8925-3.79
γ511.82191.50
γ6-5.4533-1.21
γ713.10142.97
γ8-17.1946-3.74
γ919.02774.66
γ10-29.4298-3.83
Estimation Period:
May 16, 2016 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts