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Lebanese Co Dev & Recon Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, November 7th, 2025:31.52% (-1.24%)
Analysis last updated: Saturday, November 8, 2025 at 12:31 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lebanese Co Dev & Recon SGARCH
paramt-stat
ω2.54956.12
α0.23247.16
β0.654615.92
γ10.17141.59
γ2-0.1468-0.92
γ3-0.1130-0.95
γ40.21841.79
γ5-0.1201-1.14
γ60.00090.01
γ7-0.1817-0.91
γ80.37041.63
γ9-0.3633-1.49
Estimation Period:
Sep 19, 2000 to Oct 31, 2025
Impact of return on volatility tomorrow
Volatility Forecasts