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V-Lab

IDT Australia Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:58.75% (-2.69%)
Analysis last updated: Friday, February 13, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of IDT Australia Ltd S0GARCH
paramt-stat
ω1.59512.65
α0.14395.88
β0.643411.65
γ1-0.0011-0.01
γ2-0.0077-0.04
γ30.06380.65
γ4-0.0424-0.57
γ50.01190.19
γ6-0.1121-1.96
γ70.17173.00
γ8-0.1742-2.70
γ90.13452.68
Estimation Period:
Oct 11, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts