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V-Lab

Duni Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, November 11th, 2025:10.29% (-0.07%)
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 SGARCH
paramt-stat
ω1.56063.14
α0.02231.07
β0.85958.11
γ1-1.1408-0.55
γ22.47700.82
γ3-0.4167-0.24
γ4-3.5013-2.18
γ55.36063.22
γ6-5.0683-3.41
γ72.91132.14
γ8-0.2853-0.19
γ9-1.9557-0.58
Estimation Period:
Apr 8, 2010 to May 30, 2025
Impact of return on volatility tomorrow
Volatility Forecasts