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V-Lab

Netbay PCL Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 20th, 2026:24.15% (+2.75%)
Analysis last updated: Friday, February 20, 2026 at 10:44 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Netbay PCL SGARCH
paramt-stat
ω2.85702.64
α0.10052.73
β0.58574.40
γ12.68052.75
γ2-3.5867-2.87
γ31.38102.03
γ4-0.6150-0.91
γ5-0.1517-0.22
γ61.10861.36
γ7-1.7873-2.00
γ82.12812.20
γ9-2.0617-2.40
γ10-0.0057-0.01
Estimation Period:
Jun 16, 2016 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts