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V-Lab

Allied Coop Insurance Group Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:36.83% (-0.87%)
Analysis last updated: Wednesday, February 11, 2026 at 11:43 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Allied Coop Insurance Group SGARCH
paramt-stat
ω1.17426.84
α0.11936.34
β0.763922.95
γ1-0.3695-2.30
γ20.72212.71
γ3-0.6349-3.42
γ40.50313.43
γ5-0.4147-2.67
γ60.29651.83
γ7-0.0658-0.40
γ8-0.1232-0.74
γ90.15220.95
γ100.02090.10
Estimation Period:
Nov 12, 2007 to Feb 5, 2026
Impact of return on volatility tomorrow
Volatility Forecasts