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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:23.53% (-0.03%)
Analysis last updated: Friday, February 6, 2026 at 09:55 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp S0GARCH
paramt-stat
ω0.96645.45
α0.06764.89
β0.870737.81
γ1-0.1443-1.82
γ20.14831.27
γ3-0.0261-0.32
γ40.15202.02
γ5-0.2966-3.34
γ60.29982.31
γ7-0.2010-1.09
γ80.12670.72
γ9-0.1702-1.51
γ100.18262.76
Estimation Period:
Oct 16, 1996 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts