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V-Lab

Canara Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.94% (+1.58%)
Analysis last updated: Saturday, February 14, 2026 at 11:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Canara Bank SGARCH
paramt-stat
ω1.67946.21
α0.10845.15
β0.773115.65
γ10.12391.07
γ2-0.0190-0.11
γ3-0.3535-2.98
γ40.53805.08
γ5-0.4974-5.08
γ60.35683.02
γ7-0.2233-1.13
γ80.02820.13
γ90.09560.55
γ10-0.1389-0.73
Estimation Period:
Dec 23, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts