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V-Lab

GWA Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:32.05% (-4.38%)
Analysis last updated: Thursday, February 19, 2026 at 06:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of GWA Group Ltd S0GARCH
paramt-stat
ω1.077210.19
α0.13666.65
β0.56799.83
γ10.06011.92
γ2-0.0666-1.40
γ3-0.0494-1.25
γ40.19774.56
γ5-0.3051-7.63
γ60.27666.88
γ7-0.1820-4.05
γ80.11242.97
γ9-0.0849-2.56
γ100.06472.46
Estimation Period:
May 20, 1993 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts