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V-Lab

Military Commercial Joint Stock Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:27.53% (-0.72%)
Analysis last updated: Sunday, February 8, 2026 at 04:18 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Military Commercial Joint Stock Bank S0GARCH
paramt-stat
ω1.67714.01
α0.10666.28
β0.815426.24
γ10.30290.53
γ20.13350.15
γ3-1.0216-1.57
γ41.49792.95
γ5-1.9218-4.71
γ61.70374.10
γ7-0.7522-1.24
γ8-0.6200-0.68
γ91.36581.53
γ10-0.8992-1.74
Estimation Period:
Nov 1, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts