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Austem Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:29.36% (-2.33%)
Analysis last updated: Sunday, February 15, 2026 at 01:34 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Austem Co Ltd S0GARCH
paramt-stat
ω1.99286.08
α0.12266.00
β0.773618.49
γ10.22472.37
γ2-0.2889-2.01
γ30.12661.26
γ4-0.2503-2.39
γ50.45823.94
γ6-0.3972-2.95
γ70.14421.11
γ8-0.1267-1.07
γ90.20472.46
Estimation Period:
Jan 19, 2001 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts