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V-Lab

Ekter Sa Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.56% (-2.84%)
Analysis last updated: Thursday, February 12, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Ekter Sa SGARCH
paramt-stat
ω1.05355.16
α0.12496.27
β0.707115.71
γ1-0.0065-0.06
γ2-0.0008-0.00
γ30.09881.13
γ4-0.2185-2.60
γ50.30472.63
γ6-0.4396-3.05
γ70.45793.63
γ8-0.3092-2.56
γ90.21701.76
γ10-0.2286-1.61
Estimation Period:
Apr 20, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts