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V-Lab

AUK Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:14.18% (-0.64%)
Analysis last updated: Sunday, February 8, 2026 at 01:21 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AUK Corp SGARCH
paramt-stat
ω1.01285.94
α0.07925.58
β0.834834.69
γ1-0.1326-1.82
γ20.13701.27
γ3-0.0297-0.40
γ40.16152.34
γ5-0.3104-3.84
γ60.30672.59
γ7-0.1833-1.08
γ80.06240.38
γ9-0.0062-0.04
γ10-0.2926-0.91
Estimation Period:
Oct 16, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts