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V-Lab

Aura Investments Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Sunday, February 15th, 2026:33.24% (-0.60%)
Analysis last updated: Saturday, February 14, 2026 at 11:54 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aura Investments S0GARCH
paramt-stat
ω1.75643.48
α0.04663.69
β0.910334.96
γ1-0.8121-1.50
γ21.63662.02
γ3-1.2966-2.58
γ40.74691.25
γ5-0.4875-0.81
γ60.56391.25
γ7-0.6560-1.97
γ80.36481.16
γ9-0.0477-0.19
γ10-0.0086-0.05
Estimation Period:
May 3, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts