V-Lab: Atlas Arteria Ltd Zero Slope Spline-GARCH Volatility Analysis

Skip to main content

V-Lab

Atlas Arteria Ltd Zero Slope Spline-GARCH Volatility Analysis

Volatility Prediction for Monday, December 15th, 2025:18.13% (+0.10%)

Analysis last updated: Saturday, December 13, 2025 at 09:05 PM UTC

Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

Parameter Estimates

	param	t-stat
$ω$	1.6751	7.58
$α$	0.0857	3.58
$β$	0.7459	12.64
$γ_{1}$	0.1074	2.34
$γ_{2}$	-0.1563	-2.28
$γ_{3}$	0.1406	2.50
$γ_{4}$	-0.1916	-2.94
$γ_{5}$	0.1464	3.16

Estimation Period:
Jan 26, 2010 to Dec 12, 2025

News Impact Curve

Impact of return on volatility tomorrow

Volatility Forecasts

Volatility Forecasts