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Aurizon Holdings Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:27.38% (-1.92%)
Analysis last updated: Saturday, February 21, 2026 at 05:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Aurizon Holdings Ltd S0GARCH
paramt-stat
ω1.24368.38
α0.07833.53
β0.788813.96
γ1-0.1293-1.22
γ20.38692.39
γ3-0.5268-4.00
γ40.50673.50
γ5-0.4169-3.03
γ60.23821.92
γ7-0.0466-0.50
Estimation Period:
Nov 22, 2010 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts