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V-Lab

AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:14.85% (+0.04%)
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 SGARCH
paramt-stat
ω1.01245.94
α0.07975.59
β0.833734.49
γ1-0.1323-1.81
γ20.13641.27
γ3-0.0291-0.39
γ40.16112.33
γ5-0.3102-3.84
γ60.30672.59
γ7-0.1833-1.08
γ80.06230.38
γ9-0.0060-0.04
γ10-0.2940-0.91
Estimation Period:
Oct 16, 1996 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts