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First Habib Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.34% (+2.10%)
Analysis last updated: Sunday, February 8, 2026 at 02:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of First Habib Modaraba S0GARCH
paramt-stat
ω1.55095.71
α0.26556.41
β0.26633.79
γ10.17862.02
γ2-0.3119-2.22
γ30.18331.80
γ4-0.0534-0.62
γ50.07100.83
γ6-0.1587-1.78
γ70.14821.77
γ8-0.0742-1.31
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts