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Sab Industries Limited Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:48.37% (-3.16%)
Analysis last updated: Friday, February 13, 2026 at 09:12 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Sab Industries Limited S0GARCH
paramt-stat
ω0.000030.00
α0.73727,372,070.00
β0.26282,627,890.00
γ1-12.0918-120,918,200.00
γ211.4356114,355,700.00
γ31.218712,186,540.00
γ4-0.2269-2,269,000.00
γ5-1.0522-10,522,150.00
γ61.036110,361,430.00
γ7-0.3869-3,868,640.00
Estimation Period:
Jul 31, 2015 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts