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Aurora UK Alpha PLC Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:14.74% (-0.13%)
Analysis last updated: Sunday, February 15, 2026 at 03:32 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aurora UK Alpha PLC S0GARCH
paramt-stat
ω0.57842.84
α0.18236.52
β0.673914.55
γ1-0.5121-1.05
γ20.00530.01
γ31.17533.57
γ4-1.0214-2.69
γ50.62191.74
γ60.05530.16
γ7-0.8137-2.04
γ80.44841.32
γ90.07780.36
γ100.03030.22
Estimation Period:
Jan 2, 2007 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts