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V-Lab

Altus Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:65.96% (+13.05%)
Analysis last updated: Friday, February 13, 2026 at 12:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Altus Group Ltd S0GARCH
paramt-stat
ω1.36594.32
α0.25695.17
β0.648415.45
γ10.45131.64
γ2-0.7493-1.78
γ30.39321.63
γ4-0.0215-0.13
γ5-0.2717-1.33
γ60.40241.69
γ7-0.2842-1.05
γ80.18900.58
γ9-0.3240-1.03
γ100.32531.61
Estimation Period:
May 19, 2005 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts