Skip to main content
V-Lab

CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:50.41% (-2.35%)
Analysis last updated: Thursday, February 19, 2026 at 06:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSL Ltd SGARCH
paramt-stat
ω0.75159.41
α0.12017.60
β0.653916.14
γ10.03940.71
γ2-0.0582-0.60
γ3-0.0460-0.60
γ40.14632.43
γ5-0.1854-4.08
γ60.18864.30
γ7-0.0999-2.27
γ80.03480.72
γ9-0.1057-1.73
γ100.37703.12
Estimation Period:
May 30, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts