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V-Lab

Netbay PCL Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:24.05% (+0.16%)
Analysis last updated: Saturday, February 14, 2026 at 12:40 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Netbay PCL S0GARCH
paramt-stat
ω2.82282.58
α0.10002.79
β0.59054.47
γ12.62842.62
γ2-3.4950-2.73
γ31.30371.88
γ4-0.5345-0.78
γ5-0.2534-0.35
γ61.25051.50
γ7-2.0006-2.19
γ82.51292.62
γ9-2.8495-3.53
γ102.02934.34
Estimation Period:
Jun 16, 2016 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts