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V-Lab

Bank Center Credit Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:21.96% (-0.08%)
Analysis last updated: Sunday, February 15, 2026 at 01:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bank Center Credit S0GARCH
paramt-stat
ω2.57885.57
α0.20044.93
β0.684813.05
γ10.77581.82
γ2-1.1511-1.68
γ30.85121.88
γ4-0.9901-2.61
γ50.72962.12
γ6-0.4055-1.40
γ70.64641.83
γ8-0.8911-2.23
γ90.82272.24
γ10-0.5879-1.94
Estimation Period:
Jun 17, 2009 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts