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Mohandes Insurance Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:34.49% (-2.19%)
Analysis last updated: Thursday, February 12, 2026 at 08:32 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Mohandes Insurance SGARCH
paramt-stat
ω0.81424.65
α0.20115.27
β0.40635.82
γ1-0.4309-3.40
γ20.82574.75
γ3-0.6909-6.82
γ40.40464.27
γ5-0.0904-0.94
γ6-0.1198-0.91
γ70.27081.38
γ8-0.3484-1.35
Estimation Period:
Sep 30, 1996 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts