Skip to main content
V-Lab

Towellers Limited Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:80.68% (-7.68%)
Analysis last updated: Sunday, February 8, 2026 at 02:28 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Towellers Limited SGARCH
paramt-stat
ω0.00000.00
α0.17791,779,180.00
β0.82218,220,810.00
γ14.434744,347,270.00
γ2-7.3792-73,792,210.00
γ33.385833,857,950.00
γ4-0.4508-4,508,470.00
γ5-0.1288-1,287,680.00
γ60.59135,912,580.00
γ7-2.1289-21,289,180.00
γ83.835738,356,680.00
Estimation Period:
Aug 5, 1996 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts