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Vstecs BHD Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:36.71% (-1.68%)
Analysis last updated: Sunday, February 8, 2026 at 02:43 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vstecs BHD S0GARCH
paramt-stat
ω0.78153.18
α0.13394.62
β0.725313.34
γ1-0.6374-1.57
γ21.19582.16
γ3-0.8451-2.78
γ40.18640.65
γ50.16730.52
γ60.44321.59
γ7-1.3847-4.38
γ81.36663.71
γ9-0.4140-1.33
γ10-0.2218-1.13
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts