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V-Lab

Avantia Co Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 19th, 2026:8.07% (-0.15%)
Analysis last updated: Thursday, February 19, 2026 at 09:13 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avantia Co Ltd SGARCH
paramt-stat
ω0.86822.81
α0.27985.77
β0.54039.59
γ1-0.5940-2.98
γ21.13614.30
γ3-1.1251-8.15
γ41.05147.60
γ5-0.7142-5.23
γ60.27291.94
γ70.13750.83
γ8-0.4293-2.44
γ90.42572.75
γ10-0.2642-1.27
Estimation Period:
Jul 24, 2002 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts