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V-Lab

Advenica AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:67.46% (-0.28%)
Analysis last updated: Saturday, February 14, 2026 at 10:03 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

All

graph of Advenica AB SGARCH
paramt-stat
ω0.71511.64
α0.12673.11
β0.29141.32
γ1-9.2025-1.11
γ212.88531.19
γ3-4.6938-1.08
γ40.44750.12
γ5-0.0549-0.02
γ64.33101.41
γ7-10.0699-3.26
γ814.99055.32
γ9-17.9091-5.55
γ1018.72823.74
Estimation Period:
Feb 15, 2021 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts