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Autobacs Seven Co Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:11.53% (-0.77%)
Analysis last updated: Friday, February 13, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autobacs Seven Co Ltd S0GARCH
paramt-stat
ω1.12396.56
α0.13725.08
β0.702213.17
γ10.09322.66
γ2-0.1938-3.84
γ30.17165.05
γ4-0.1150-2.41
γ50.05460.86
γ60.00190.04
γ7-0.0433-1.17
γ80.05952.10
Estimation Period:
Aug 30, 1993 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts