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V-Lab

Foroya Banki P/F Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.83% (+4.79%)
Analysis last updated: Saturday, February 7, 2026 at 09:46 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Foroya Banki P/F S0GARCH
paramt-stat
ω1.18887.08
α0.23754.35
β0.37204.64
γ10.03370.18
γ20.25740.90
γ3-0.7504-4.45
γ40.80875.79
γ5-0.5182-2.87
γ60.11350.39
γ70.36980.99
γ8-0.6226-1.83
γ90.39571.37
γ10-0.0755-0.32
Estimation Period:
Jun 20, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts