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V-Lab

Otp Bank Plc Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:28.95% (-0.61%)
Analysis last updated: Wednesday, February 11, 2026 at 08:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Otp Bank Plc SGARCH
paramt-stat
ω0.99094.85
α0.09138.16
β0.857452.01
γ1-0.1957-1.49
γ20.29661.52
γ3-0.1559-1.56
γ40.15702.40
γ5-0.2403-4.05
γ60.24983.89
γ7-0.2416-3.47
γ80.30733.94
γ9-0.3038-3.56
γ100.12031.13
Estimation Period:
Sep 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts