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Afc Ajax Nv Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:13.78% (-1.91%)
Analysis last updated: Tuesday, February 17, 2026 at 10:07 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Afc Ajax Nv SGARCH
paramt-stat
ω1.21574.20
α0.20809.75
β0.592314.01
γ10.07190.83
γ2-0.2390-2.01
γ30.35445.73
γ4-0.2842-4.12
γ50.13101.67
γ6-0.0963-1.31
γ70.14491.93
γ8-0.1654-2.39
γ90.10830.85
Estimation Period:
May 8, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts