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First Habib Modaraba Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.54% (+2.40%)
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 SGARCH
paramt-stat
ω1.58085.73
α0.27046.45
β0.26863.89
γ10.19012.15
γ2-0.3307-2.35
γ30.19711.93
γ4-0.0657-0.76
γ50.08360.97
γ6-0.1769-1.94
γ70.18321.98
γ8-0.1605-1.34
Estimation Period:
Jul 3, 2003 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts