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V-Lab

Allied Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:60.38% (+19.24%)
Analysis last updated: Saturday, February 7, 2026 at 10:29 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allied Group Ltd S0GARCH
paramt-stat
ω0.74254.03
α0.12045.31
β0.781717.02
γ1-0.9441-1.83
γ20.51430.59
γ31.14601.54
γ4-0.8756-1.39
γ5-0.3175-0.55
γ61.51962.38
γ7-1.9509-2.38
γ80.99971.05
γ90.37120.38
γ10-0.7316-0.96
Estimation Period:
Jan 2, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts