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Versabank Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.16% (-1.60%)
Analysis last updated: Tuesday, February 10, 2026 at 02:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Versabank S0GARCH
paramt-stat
ω1.29244.28
α0.13975.83
β0.734314.85
γ10.94821.43
γ2-1.7638-1.70
γ31.33022.28
γ4-0.9729-2.18
γ51.37182.72
γ6-1.9102-3.49
γ71.70362.74
γ8-1.0195-1.95
γ90.33871.06
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts