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V-Lab

QNB Bank AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.88% (-3.80%)
Analysis last updated: Thursday, February 12, 2026 at 12:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of QNB Bank AS S0GARCH
paramt-stat
ω0.34731.29
α0.19609.39
β0.687123.13
γ1-0.1078-1.01
γ2-0.0148-0.13
γ30.11972.15
γ40.11692.37
γ5-0.2002-3.51
γ60.16672.40
γ7-0.1326-2.24
γ80.05931.05
γ9-0.0043-0.09
Estimation Period:
Sep 8, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts