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Banque Audi sal- Audi Saradar Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:132.61% (+4.15%)
Analysis last updated: Friday, February 13, 2026 at 08:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Banque Audi sal- Audi Saradar S0GARCH
paramt-stat
ω1.62191.40
α0.25923.80
β0.701019.56
γ12.69844.93
γ2-4.1055-4.62
γ31.95223.21
γ4-0.7503-2.04
γ50.39271.27
γ6-0.1258-0.37
γ7-0.2480-0.90
γ80.20281.17
Estimation Period:
Apr 15, 1997 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts