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V-Lab

Faysal Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:29.96% (+2.67%)
Analysis last updated: Sunday, February 8, 2026 at 02:36 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Faysal Bank Ltd SGARCH
paramt-stat
ω3.32484.08
α0.13697.68
β0.685217.40
γ10.27963.27
γ2-0.3463-2.93
γ30.09411.13
γ4-0.0237-0.25
γ5-0.0222-0.25
γ60.00650.09
γ70.05870.94
γ8-0.0770-1.35
γ90.08171.35
γ10-0.1500-1.77
Estimation Period:
Nov 19, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts