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V-Lab

First Elite Capital Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.92% (+9.36%)
Analysis last updated: Sunday, February 8, 2026 at 02:00 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Elite Capital Modaraba S0GARCH
paramt-stat
ω0.71566.37
α0.19426.00
β0.58627.57
γ1-0.7468-2.74
γ20.98552.31
γ3-0.1444-0.42
γ40.27510.85
γ5-1.2655-3.74
γ61.78764.53
γ7-1.6280-3.94
γ81.04753.83
Estimation Period:
May 1, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts