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V-Lab

AUK Corp Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.79% (-0.08%)
Analysis last updated: Wednesday, February 11, 2026 at 10:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp S0GARCH
paramt-stat
ω0.99095.70
α0.06514.76
β0.870836.65
γ1-0.1211-1.58
γ20.11090.98
γ3-0.0050-0.06
γ40.14602.00
γ5-0.3022-3.54
γ60.30812.47
γ7-0.2055-1.16
γ80.12950.76
γ9-0.1745-1.58
γ100.18652.89
Estimation Period:
Oct 16, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts