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Arjo Ab Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:27.10% (-1.00%)
Analysis last updated: Sunday, February 15, 2026 at 03:14 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Arjo Ab S0GARCH
paramt-stat
ω0.93054.80
α0.10862.90
β0.34752.00
γ10.01150.02
γ20.54280.59
γ3-1.4930-2.34
γ42.23123.12
γ5-2.6536-3.06
γ62.01332.02
γ7-0.8621-0.76
γ80.34000.39
Estimation Period:
Dec 7, 2017 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts