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V-Lab

Auxilia SA Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:81.25% (+2.90%)
Analysis last updated: Sunday, February 15, 2026 at 02:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Auxilia SA S0GARCH
paramt-stat
ω0.55034.09
α0.13574.26
β0.57695.92
γ11.38081.65
γ2-2.2906-1.92
γ30.34400.46
γ41.14471.54
γ5-1.2984-1.52
γ61.91372.01
γ7-1.9192-2.32
γ81.45191.65
γ9-1.7004-1.51
γ101.37961.71
Estimation Period:
Jan 22, 2016 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts