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V-Lab

Standard Bank Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:17.59% (-0.54%)
Analysis last updated: Thursday, February 12, 2026 at 09:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Standard Bank Group Ltd SGARCH
paramt-stat
ω2.88306.69
α0.08246.73
β0.842437.20
γ10.20452.57
γ2-0.1213-0.97
γ3-0.2497-3.07
γ40.34914.84
γ5-0.2919-3.62
γ60.16132.10
γ7-0.1025-1.50
γ80.03730.36
Estimation Period:
Feb 16, 1998 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts