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Aedas Homes Sau Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:19.93% (+0.03%)
Analysis last updated: Thursday, February 12, 2026 at 12:04 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Aedas Homes Sau S0GARCH
paramt-stat
ω0.79013.18
α0.17012.92
β0.45802.71
γ10.04270.05
γ20.58690.53
γ3-1.9869-2.94
γ42.64133.90
γ5-2.0018-3.02
γ60.95721.32
γ7-0.5245-0.65
γ80.51140.73
Estimation Period:
Oct 20, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts