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V-Lab

CSL Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:24.85% (-0.89%)
Analysis last updated: Saturday, February 7, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of CSL Ltd S0GARCH
paramt-stat
ω0.72257.81
α0.11407.44
β0.734823.03
γ10.02110.33
γ2-0.0406-0.36
γ3-0.0358-0.40
γ40.12181.75
γ5-0.1539-2.98
γ60.15683.09
γ7-0.0599-1.14
γ8-0.0473-0.78
γ90.08420.97
γ10-0.0739-0.88
Estimation Period:
May 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts