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Autoneum Holding Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:24.45% (-0.60%)
Analysis last updated: Sunday, February 15, 2026 at 03:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Autoneum Holding Ag S0GARCH
paramt-stat
ω1.11544.77
α0.12235.67
β0.67308.62
γ10.04580.26
γ2-0.0219-0.09
γ3-0.2412-1.40
γ40.76574.94
γ5-1.0718-7.03
γ60.75714.32
γ7-0.4100-2.65
γ80.29332.68
Estimation Period:
May 13, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts