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V-Lab

National Citizen Commercial JSC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.17% (+8.51%)
Analysis last updated: Sunday, February 8, 2026 at 04:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of National Citizen Commercial JSC S0GARCH
paramt-stat
ω1.23365.73
α0.20828.76
β0.683119.97
γ10.67183.04
γ2-1.0951-3.12
γ30.68842.64
γ4-0.6935-3.25
γ51.07294.82
γ6-1.0936-4.21
γ70.52952.02
γ8-0.0443-0.24
Estimation Period:
Sep 13, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts