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V-Lab

Qatari Investors Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:11.79% (-0.77%)
Analysis last updated: Tuesday, February 10, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Qatari Investors Group SGARCH
paramt-stat
ω0.83944.82
α0.09875.08
β0.844125.88
γ1-0.4695-2.70
γ20.71372.53
γ3-0.1941-1.03
γ4-0.1582-0.95
γ50.05300.29
γ60.21761.28
γ7-0.3659-2.30
γ80.38171.99
γ9-0.5909-2.26
Estimation Period:
Jul 18, 2007 to Feb 9, 2026
Impact of return on volatility tomorrow
Volatility Forecasts