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Punjab National Bank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:23.37% (-0.48%)
Analysis last updated: Thursday, February 12, 2026 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Punjab National Bank S0GARCH
paramt-stat
ω0.74665.86
α0.14174.55
β0.668410.53
γ1-0.5172-4.49
γ20.89985.40
γ3-0.7619-7.95
γ40.70009.35
γ5-0.4789-6.43
γ60.25112.85
γ7-0.1554-1.40
γ80.05810.50
γ9-0.0389-0.35
γ100.09881.15
Estimation Period:
Apr 26, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts