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V-Lab

Metro Bank Holdings PLC Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.53% (-4.27%)
Analysis last updated: Sunday, February 8, 2026 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Metro Bank Holdings PLC SGARCH
paramt-stat
ω0.76974.42
α0.17673.20
β0.48904.77
γ10.21620.42
γ21.14481.41
γ3-2.8718-3.82
γ41.96882.31
γ5-0.6254-0.71
γ60.43910.56
γ7-0.4877-0.68
γ8-0.3183-0.31
Estimation Period:
Mar 4, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts