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V-Lab

Indbank Merchant Banking Svc Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.36% (-1.14%)
Analysis last updated: Friday, February 13, 2026 at 09:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Indbank Merchant Banking Svc SGARCH
paramt-stat
ω0.53654.49
α0.21518.31
β0.51279.29
γ1-0.3717-5.46
γ20.34933.91
γ30.11862.69
γ4-0.1582-3.26
γ50.17883.38
γ6-0.2320-4.15
γ70.19773.15
γ8-0.1451-1.85
γ90.13070.97
Estimation Period:
Oct 9, 1995 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts