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Artea bankas AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:12.85% (-1.26%)
Analysis last updated: Friday, February 13, 2026 at 10:06 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Artea bankas AB S0GARCH
paramt-stat
ω3.86148.50
α0.21298.69
β0.578313.50
γ10.09730.77
γ20.21390.99
γ3-0.4711-2.79
γ40.13731.00
γ50.03690.30
γ6-0.0998-0.74
γ70.26712.00
γ8-0.3453-3.02
γ90.23702.07
γ10-0.0561-0.52
Estimation Period:
Apr 2, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts