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Union Auction Pcl Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:34.60% (-0.09%)
Analysis last updated: Sunday, February 15, 2026 at 03:20 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Union Auction Pcl S0GARCH
paramt-stat
ω1.47652.14
α0.06823.05
β0.831412.36
γ1-0.5112-0.68
γ20.84210.83
γ3-0.5707-0.92
γ40.52671.02
γ50.11470.25
γ6-1.7254-3.92
γ72.68436.10
γ8-2.2037-4.00
γ91.45701.88
γ10-0.8944-1.16
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts