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Avanza Bank Holding Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:59.11% (-29.02%)
Analysis last updated: Saturday, February 14, 2026 at 09:51 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

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graph of Avanza Bank Holding Ab S0GARCH
paramt-stat
ω0.79100.68
α0.589412.87
β0.40954.58
γ1-302.7181-1.72
γ2770.73643.42
γ3-802.6022-22.28
γ4433.72791.94
γ5-67.7189-0.09
γ6-80.8762-0.09
γ743.63770.10
γ850.55150.35
γ9-101.6595-0.70
γ1084.38830.73
Estimation Period:
Jul 20, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts