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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:24.19% (-0.25%)
Analysis last updated: Saturday, February 21, 2026 at 11:14 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp S0GARCH
paramt-stat
ω1.05356.00
α0.06404.79
β0.875638.30
γ1-0.1010-1.32
γ20.08760.77
γ3-0.0014-0.02
γ40.14471.95
γ5-0.2997-3.46
γ60.30512.40
γ7-0.2031-1.12
γ80.12640.72
γ9-0.1719-1.52
γ100.18642.91
Estimation Period:
Oct 16, 1996 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts