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V-Lab

Autocanada Inc Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:76.32% (+34.80%)
Analysis last updated: Friday, February 13, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autocanada Inc S0GARCH
paramt-stat
ω0.98962.61
α0.13765.16
β0.56558.19
γ10.71613.41
γ2-1.3168-3.91
γ30.81963.06
γ40.01110.06
γ5-0.6271-3.48
γ60.77634.24
γ7-0.5615-2.40
γ80.16180.54
γ90.00510.02
γ100.05500.35
Estimation Period:
May 11, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts