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Janata Insurance PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:24.18% (-1.46%)
Analysis last updated: Wednesday, February 11, 2026 at 07:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Janata Insurance PLC SGARCH
paramt-stat
ω0.83103.02
α0.11987.59
β0.830542.80
γ1-0.4633-1.64
γ20.56201.35
γ3-0.0105-0.04
γ4-0.1750-0.75
γ50.18620.77
γ6-0.3731-1.58
γ70.64813.07
γ8-0.7554-2.67
Estimation Period:
Oct 27, 2009 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts