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Ab Ignitis Grupe Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:7.24% (-0.31%)
Analysis last updated: Thursday, February 12, 2026 at 10:15 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Ab Ignitis Grupe S0GARCH
paramt-stat
ω2.55382.93
α0.28554.76
β0.35813.09
γ16.79123.12
γ2-10.3829-3.25
γ34.59702.55
γ4-0.8419-0.55
γ50.90660.56
γ6-2.6702-1.66
γ72.28022.02
Estimation Period:
Oct 7, 2020 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts