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V-Lab

RCE Capital BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:27.03% (+1.08%)
Analysis last updated: Friday, February 13, 2026 at 10:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of RCE Capital BHD S0GARCH
paramt-stat
ω0.88253.01
α0.11457.21
β0.768621.72
γ1-0.1706-1.21
γ20.13330.69
γ30.01410.15
γ40.08291.10
γ50.08080.85
γ6-0.4290-2.97
γ70.51793.45
γ8-0.2935-2.63
γ90.06100.85
Estimation Period:
Jul 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts