Skip to main content
V-Lab

QNB Bank AS Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:58.91% (-3.79%)
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 SGARCH
paramt-stat
ω0.35101.28
α0.19619.40
β0.688323.27
γ1-0.1036-0.97
γ2-0.0212-0.19
γ30.12162.17
γ40.12052.44
γ5-0.2076-3.64
γ60.17432.51
γ7-0.1390-2.26
γ80.06440.85
γ9-0.0086-0.07
Estimation Period:
Sep 8, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts