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Trust Modaraba Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:77.43% (-2.05%)
Analysis last updated: Sunday, February 8, 2026 at 02:33 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Trust Modaraba S0GARCH
paramt-stat
ω0.53383.23
α0.07426.57
β0.889849.90
γ1-0.2582-2.81
γ20.51194.01
γ3-0.5010-6.77
γ40.34864.58
γ5-0.0454-0.59
γ6-0.1515-1.97
γ70.13692.31
Estimation Period:
Jan 9, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts