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Dormakaba Holdings Ag Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:23.38% (-1.19%)
Analysis last updated: Saturday, February 14, 2026 at 01:09 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dormakaba Holdings Ag S0GARCH
paramt-stat
ω2.90593.82
α0.17153.09
β0.46523.47
γ15.88404.90
γ2-8.9158-4.05
γ35.35552.46
γ4-4.4225-2.71
γ54.15023.53
γ6-3.5271-3.42
γ72.16352.39
γ8-1.2071-1.33
γ91.16121.05
γ10-0.9287-1.09
Estimation Period:
Jan 2, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts