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Insurance Australia Group Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:37.04% (+14.04%)
Analysis last updated: Wednesday, February 11, 2026 at 07:48 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insurance Australia Group Ltd S0GARCH
paramt-stat
ω0.91236.46
α0.08574.96
β0.756216.13
γ1-0.1298-1.62
γ20.25682.24
γ3-0.2609-4.37
γ40.21544.46
γ5-0.1141-2.38
γ60.07371.43
γ7-0.0746-1.32
γ80.04130.86
Estimation Period:
Aug 8, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts