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V-Lab

Austal Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:176.22% (+115.91%)
Analysis last updated: Saturday, February 14, 2026 at 08:09 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Austal Ltd S0GARCH
paramt-stat
ω0.75315.88
α0.16625.57
β0.60419.85
γ1-0.0496-0.67
γ2-0.0033-0.03
γ30.14801.90
γ4-0.2035-3.21
γ50.22153.17
γ6-0.2190-2.67
γ70.18512.27
γ8-0.0901-1.16
γ9-0.0079-0.13
Estimation Period:
Dec 8, 1998 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts