Skip to main content
V-Lab

Auto1 Group Se Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.35% (+10.69%)
Analysis last updated: Thursday, February 12, 2026 at 08:40 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Auto1 Group Se SGARCH
paramt-stat
ω0.77626.05
α0.14412.51
β0.00000.00
γ12.42680.92
γ2-1.9534-0.50
γ3-3.4309-1.48
γ43.22001.33
γ52.85511.08
γ6-6.6595-2.66
γ76.82292.56
γ8-8.1451-2.55
γ912.88673.49
Estimation Period:
Feb 4, 2021 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts