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V-Lab

Fortnox Ab Spline-GARCH Volatility Analysis
This asset is not actively trading
Analysis last updated: Saturday, July 26, 2025 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Fortnox Ab SGARCH
paramt-stat
ω0.76063.00
α0.12882.05
β0.23301.11
γ1-3.1904-0.44
γ2-3.7223-0.37
γ311.61772.32
γ4-4.3936-1.21
γ51.36150.31
γ6-4.9903-0.84
γ74.69360.71
γ83.08680.30
γ9-32.6078-1.33
Estimation Period:
Jan 25, 2018 to Jul 18, 2025
Impact of return on volatility tomorrow
Volatility Forecasts