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Vstecs BHD Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:24.27% (-1.15%)
Analysis last updated: Tuesday, February 10, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Vstecs BHD SGARCH
paramt-stat
ω0.78293.45
α0.12324.48
β0.720412.12
γ1-0.6243-1.66
γ21.18052.28
γ3-0.8446-2.93
γ40.19520.71
γ50.16000.52
γ60.42811.60
γ7-1.3294-4.42
γ81.22473.51
γ9-0.0308-0.09
γ10-1.3303-2.83
Estimation Period:
Apr 16, 2010 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts