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V-Lab

VP Bank AG Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:14.31% (-0.83%)
Analysis last updated: Tuesday, February 10, 2026 at 11:26 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of VP Bank AG SGARCH
paramt-stat
ω1.91083.80
α0.14958.31
β0.750924.58
γ10.00720.13
γ20.01910.24
γ3-0.0433-0.86
γ40.10832.95
γ5-0.2264-5.85
γ60.23275.17
γ7-0.1505-3.81
γ80.07722.33
γ9-0.0729-1.20
Estimation Period:
Jan 3, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts