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V-Lab

Housing & Development Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:21.32% (-0.77%)
Analysis last updated: Wednesday, February 11, 2026 at 08:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Housing & Development Bank SGARCH
paramt-stat
ω0.45565.06
α0.29318.33
β0.50939.37
γ1-0.3852-2.96
γ20.52822.82
γ3-0.2691-2.32
γ40.22711.97
γ5-0.2029-2.09
γ60.20892.89
γ7-0.1896-2.46
γ80.18691.87
γ9-0.1970-1.61
γ100.08000.51
Estimation Period:
Feb 6, 1998 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts