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V-Lab

Avanza Bank Holding Ab Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:60.07% (-32.17%)
Analysis last updated: Saturday, February 14, 2026 at 09:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Avanza Bank Holding Ab SGARCH
paramt-stat
ω3.00690.09
α0.63440.84
β0.36480.80
γ1-178.3033-0.07
γ2584.86860.22
γ3-702.7394-3.15
γ4386.527620.52
γ5-114.8307-9.00
γ626.31522.41
γ7-2.1227-0.10
γ80.63080.02
γ9-0.3206-0.01
γ10-0.6685-0.01
Estimation Period:
Jul 20, 2018 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts