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V-Lab

Versabank Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:26.60% (-2.04%)
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 SGARCH
paramt-stat
ω1.29364.29
α0.14255.78
β0.724614.01
γ10.96711.47
γ2-1.7948-1.75
γ31.35072.36
γ4-0.9809-2.22
γ51.35292.70
γ6-1.8398-3.36
γ71.52132.41
γ8-0.5832-0.94
γ9-0.8073-0.86
Estimation Period:
Aug 27, 2013 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts