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V-Lab

Soneri Bank Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:34.43% (-2.41%)
Analysis last updated: Wednesday, February 11, 2026 at 11:27 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Soneri Bank Ltd S0GARCH
paramt-stat
ω1.71125.09
α0.237011.03
β0.583519.22
γ10.08180.88
γ2-0.1130-0.72
γ30.08040.69
γ4-0.0687-0.86
γ50.03200.50
γ6-0.0859-1.38
γ70.19113.20
γ8-0.2242-3.64
γ90.19983.02
γ10-0.1378-2.41
Estimation Period:
Aug 9, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts