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V-Lab

Whitehaven Coal Ltd Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:44.41% (+1.67%)
Analysis last updated: Saturday, February 7, 2026 at 08:04 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Whitehaven Coal Ltd SGARCH
paramt-stat
ω0.98905.17
α0.06375.67
β0.878840.06
γ1-0.5579-3.58
γ20.91093.89
γ3-0.5105-2.95
γ40.36272.28
γ5-0.5580-4.01
γ60.78525.11
γ7-0.7697-4.33
γ80.39171.92
γ90.05510.22
Estimation Period:
Jun 1, 2007 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts