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V-Lab

First Elite Capital Modaraba Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:104.08% (+9.88%)
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 SGARCH
paramt-stat
ω0.71236.36
α0.19476.00
β0.58397.50
γ1-0.7572-2.78
γ21.00202.35
γ3-0.1538-0.45
γ40.27580.85
γ5-1.2503-3.65
γ61.74094.22
γ7-1.5006-3.13
γ80.67841.31
Estimation Period:
May 1, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts