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Assa Abloy AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:19.88% (-0.64%)
Analysis last updated: Sunday, February 15, 2026 at 02:57 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Assa Abloy AB S0GARCH
paramt-stat
ω1.14236.55
α0.07197.79
β0.858245.17
γ1-0.0020-0.03
γ20.03980.40
γ3-0.1815-2.19
γ40.33085.10
γ5-0.3429-6.75
γ60.24184.33
γ7-0.1199-2.10
γ80.09111.66
γ9-0.1279-2.41
γ100.10322.60
Estimation Period:
Nov 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts