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V-Lab

Authum Investment & Infrastr Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:39.22% (-1.93%)
Analysis last updated: Tuesday, February 10, 2026 at 09:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Authum Investment & Infrastr S0GARCH
paramt-stat
ω1.38063.87
α0.25007.19
β0.41895.93
γ10.99202.22
γ2-0.7421-1.21
γ3-1.2541-3.27
γ42.04214.32
γ5-1.6758-2.77
γ60.77531.41
γ7-0.1671-0.45
γ80.10340.44
Estimation Period:
Jun 11, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts