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V-Lab

Swedish Krona Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 23rd, 2026:54.16% (-1.00%)
Analysis last updated: Friday, February 20, 2026 at 07:11 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Swedish Krona S0GARCH
paramt-stat
ω0.88603.56
α0.04444.29
β0.954688.42
γ1-0.0252-0.22
γ20.01120.07
γ30.00830.10
γ40.01440.21
γ50.00110.02
γ6-0.0480-0.71
γ70.09721.14
γ8-0.3731-1.23
γ90.92981.21
γ10-0.9503-1.25
Estimation Period:
Jan 2, 1990 to Feb 20, 2026
Impact of return on volatility tomorrow
Volatility Forecasts