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V-Lab

Amdocs Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:36.17% (-0.40%)
Analysis last updated: Saturday, February 14, 2026 at 09:56 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Amdocs SGARCH
paramt-stat
ω1.30857.65
α0.20658.17
β0.47347.40
γ1-0.1340-2.54
γ20.09231.15
γ30.17793.37
γ4-0.3102-7.22
γ50.36238.16
γ6-0.3055-6.11
γ70.22643.87
γ8-0.2195-3.36
γ90.19061.84
Estimation Period:
Jan 29, 1999 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts