Skip to main content
V-Lab

Austem Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:31.74% (-3.11%)
Analysis last updated: Friday, February 13, 2026 at 10:10 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Austem Co Ltd SGARCH
paramt-stat
ω2.04036.21
α0.12195.97
β0.774318.63
γ10.24522.59
γ2-0.3237-2.26
γ30.15431.54
γ4-0.2747-2.61
γ50.47594.09
γ6-0.4069-3.03
γ70.15061.18
γ8-0.1347-1.18
γ90.21081.57
Estimation Period:
Jan 19, 2001 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts