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V-Lab

Military Commercial Joint Stock Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:32.20% (-0.66%)
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 SGARCH
paramt-stat
ω1.67544.03
α0.10826.25
β0.810625.33
γ10.29700.53
γ20.15010.17
γ3-1.0490-1.63
γ41.53593.06
γ5-1.9676-4.86
γ61.75684.22
γ7-0.8235-1.33
γ8-0.4958-0.52
γ91.09901.12
γ10-0.2118-0.25
Estimation Period:
Nov 1, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts