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V-Lab

Eastern Bank PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 8th, 2026:19.37% (-0.19%)
Analysis last updated: Friday, February 6, 2026 at 07:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Eastern Bank PLC SGARCH
paramt-stat
ω5.25332.52
α0.199010.42
β0.785536.05
γ10.18240.64
γ2-0.0936-0.23
γ3-0.2704-0.68
γ40.31460.66
γ5-0.1932-0.52
γ60.08170.30
γ70.15060.46
γ8-1.0330-2.68
γ92.19303.97
γ10-1.9641-2.22
Estimation Period:
Oct 19, 1993 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts