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V-Lab

Treasury Wine Estates Ltd Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:29.44% (-0.82%)
Analysis last updated: Friday, February 13, 2026 at 07:57 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Treasury Wine Estates Ltd S0GARCH
paramt-stat
ω1.43866.62
α0.14263.73
β0.04890.53
γ10.89363.01
γ2-1.2678-2.44
γ30.35410.88
γ40.16090.59
γ50.02530.11
γ6-0.6483-2.66
γ70.76932.86
γ8-0.1852-0.67
γ9-0.2141-1.00
Estimation Period:
May 10, 2011 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts