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V-Lab

Federal Bank Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:23.96% (-0.57%)
Analysis last updated: Tuesday, February 10, 2026 at 09:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Federal Bank Ltd SGARCH
paramt-stat
ω1.08512.63
α0.15626.81
β0.679414.88
γ10.12671.31
γ2-0.2155-1.77
γ30.10101.78
γ40.01460.26
γ5-0.0958-1.69
γ60.16923.16
γ7-0.1644-2.90
γ80.10811.77
γ9-0.1341-1.98
γ100.21792.02
Estimation Period:
Jun 3, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts