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Banque Audi sal- Audi Saradar Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:143.23% (+5.70%)
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 SGARCH
paramt-stat
ω17.70664.83
α0.32449.40
β0.675219.58
γ12.73274.40
γ2-4.1452-4.18
γ31.97073.03
γ4-0.7847-2.03
γ50.43101.34
γ6-0.1514-0.44
γ7-0.2077-0.62
γ80.00910.01
Estimation Period:
Apr 15, 1997 to Sep 26, 2025
Impact of return on volatility tomorrow
Volatility Forecasts