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V-Lab

Punjab National Bank Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:20.01% (-0.55%)
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 SGARCH
paramt-stat
ω0.71495.67
α0.13954.62
β0.671410.61
γ1-0.5573-4.80
γ20.96335.75
γ3-0.8044-8.40
γ40.73459.86
γ5-0.5060-6.83
γ60.26903.06
γ7-0.1605-1.43
γ80.04270.34
γ90.01830.13
γ10-0.0763-0.35
Estimation Period:
Apr 26, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts