Skip to main content
V-Lab

Aygaz As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 17th, 2026:44.90% (+0.43%)
Analysis last updated: Tuesday, February 17, 2026 at 10:25 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aygaz As S0GARCH
paramt-stat
ω1.72176.34
α0.13288.07
β0.728520.24
γ10.02200.63
γ2-0.0774-1.62
γ30.13675.00
γ4-0.1513-5.44
γ50.10833.30
γ6-0.0095-0.28
γ7-0.0613-2.07
γ80.03631.90
Estimation Period:
Dec 30, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts