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V-Lab

Pnb Gilts Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:22.47% (+0.21%)
Analysis last updated: Friday, February 13, 2026 at 09:22 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Pnb Gilts Ltd SGARCH
paramt-stat
ω1.25525.21
α0.14154.50
β0.726611.58
γ1-0.2153-1.17
γ20.25720.89
γ30.01170.05
γ4-0.0716-0.34
γ50.08090.43
γ6-0.0731-0.35
γ7-0.1746-0.71
γ80.53092.46
γ9-0.9472-3.43
Estimation Period:
Apr 11, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts