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V-Lab

Immuron Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:82.64% (-1.28%)
Analysis last updated: Thursday, February 12, 2026 at 07:45 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Immuron Ltd S0GARCH
paramt-stat
ω0.93445.25
α0.12766.69
β0.785826.44
γ10.32252.06
γ2-0.5338-2.20
γ30.46232.68
γ4-0.5267-2.80
γ50.52252.65
γ6-0.5509-3.47
γ70.63023.20
γ8-0.6344-2.45
γ90.52472.38
γ10-0.2781-2.54
Estimation Period:
Apr 30, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts