Skip to main content
V-Lab

Autoneum Holding Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:26.82% (-0.55%)
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 SGARCH
paramt-stat
ω1.11864.81
α0.12185.65
β0.67268.54
γ10.04910.29
γ2-0.0247-0.10
γ3-0.2456-1.43
γ40.77665.03
γ5-1.0917-7.18
γ60.79594.51
γ7-0.4938-2.90
γ80.50351.65
Estimation Period:
May 13, 2011 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts