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Union Auction Pcl Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:46.45% (-0.07%)
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 SGARCH
paramt-stat
ω1.44562.14
α0.06463.03
β0.834111.92
γ1-0.5415-0.72
γ20.88600.88
γ3-0.5954-0.98
γ40.54221.07
γ50.11270.25
γ6-1.7252-3.98
γ72.65276.11
γ8-2.0832-3.84
γ91.12941.53
γ100.01420.02
Estimation Period:
Aug 12, 2013 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts