Skip to main content
V-Lab

Insurance Australia Group Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:37.02% (-3.32%)
Analysis last updated: Thursday, February 12, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Insurance Australia Group Ltd SGARCH
paramt-stat
ω0.89386.55
α0.08614.86
β0.742514.81
γ1-0.1397-1.80
γ20.27392.47
γ3-0.2753-4.74
γ40.23014.88
γ5-0.1313-2.78
γ60.10171.95
γ7-0.1336-2.24
γ80.18922.72
Estimation Period:
Aug 8, 2000 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts