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V-Lab

AMG Critical Materials NV Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:42.88% (-1.84%)
Analysis last updated: Sunday, February 15, 2026 at 02:25 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of AMG Critical Materials NV SGARCH
paramt-stat
ω0.84315.38
α0.11165.64
β0.672810.95
γ1-0.9405-4.92
γ21.40485.23
γ3-0.8036-4.49
γ40.73173.42
γ5-0.5947-2.68
γ60.33211.44
γ7-0.2622-1.05
γ80.15020.64
γ90.01210.06
γ10-0.0302-0.12
Estimation Period:
Jul 11, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts