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V-Lab

VP Bank AG Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:18.44% (-0.60%)
Analysis last updated: Saturday, February 14, 2026 at 01:22 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VP Bank AG S0GARCH
paramt-stat
ω1.92273.79
α0.14808.36
β0.754925.25
γ10.01170.21
γ20.00880.11
γ3-0.0299-0.59
γ40.09242.48
γ5-0.2092-5.34
γ60.21494.69
γ7-0.1297-3.15
γ80.04281.50
γ90.00780.33
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts