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V-Lab

CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 6th, 2026:45.08% (-0.85%)
Analysis last updated: Friday, February 6, 2026 at 07:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSL Ltd SGARCH
paramt-stat
ω0.75259.42
α0.11977.59
β0.653816.06
γ10.03910.70
γ2-0.0572-0.59
γ3-0.0478-0.62
γ40.14862.47
γ5-0.1877-4.13
γ60.18994.34
γ7-0.1002-2.28
γ80.03550.73
γ9-0.1073-1.72
γ100.37162.90
Estimation Period:
May 30, 1994 to Jan 30, 2026
Impact of return on volatility tomorrow
Volatility Forecasts