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V-Lab

Himsnab Bulgaria AD Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, January 15th, 2026:492.48% (+117.26%)
Analysis last updated: Thursday, January 15, 2026 at 07:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Himsnab Bulgaria AD SGARCH
paramt-stat
ω1.53002.96
α0.10234.22
β0.896838.94
γ10.26310.10
γ2-1.1025-0.33
γ32.23540.77
γ4-2.4540-0.89
γ51.54600.96
γ6-1.0158-0.77
γ70.56640.42
γ80.66680.47
γ9-2.1046-1.24
γ106.28332.30
Estimation Period:
Mar 1, 2012 to Jan 1, 2026
Impact of return on volatility tomorrow
Volatility Forecasts