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V-Lab

CSL Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.99% (-0.54%)
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 SGARCH
paramt-stat
ω0.73339.14
α0.11817.53
β0.656416.13
γ10.03150.56
γ2-0.0476-0.49
γ3-0.0505-0.66
γ40.14972.49
γ5-0.1883-4.15
γ60.19034.35
γ7-0.1001-2.28
γ80.03490.72
γ9-0.1058-1.71
γ100.36592.95
Estimation Period:
May 30, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts