Skip to main content
V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:23.46% (-0.39%)
Analysis last updated: Sunday, February 15, 2026 at 01:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp S0GARCH
paramt-stat
ω1.01315.78
α0.06464.75
β0.872537.08
γ1-0.1121-1.45
γ20.10040.88
γ3-0.0015-0.02
γ40.14021.89
γ5-0.2946-3.41
γ60.30172.38
γ7-0.2014-1.11
γ80.12680.72
γ9-0.1738-1.53
γ100.18812.92
Estimation Period:
Oct 16, 1996 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts