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V-Lab

Aubex Corp Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:12.87% (-0.05%)
Analysis last updated: Sunday, February 15, 2026 at 12:35 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aubex Corp SGARCH
paramt-stat
ω0.81865.76
α0.17046.37
β0.762323.08
γ10.20812.03
γ2-0.4740-2.94
γ30.42243.92
γ4-0.1537-1.51
γ5-0.2132-1.93
γ60.48343.60
γ7-0.4627-2.91
γ80.30282.31
γ9-0.1938-1.87
γ100.11230.76
Estimation Period:
Jan 4, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts