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Duni Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:14.01% (-0.08%)
Analysis last updated: Wednesday, November 12, 2025 at 12:52 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Duni Ab S0GARCH
paramt-stat
ω1.37443.30
α0.02451.24
β0.880111.42
γ1-1.6041-0.80
γ23.01511.02
γ3-0.5208-0.29
γ4-3.4453-2.04
γ55.35163.09
γ6-5.2154-3.37
γ73.37482.39
γ8-1.3989-0.98
γ91.00560.84
Estimation Period:
Apr 8, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts