Skip to main content
V-Lab

Assa Abloy AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:22.02% (-0.59%)
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 SGARCH
paramt-stat
ω1.13436.61
α0.07257.77
β0.855143.82
γ1-0.0111-0.18
γ20.05960.60
γ3-0.2054-2.54
γ40.35955.71
γ5-0.3748-7.46
γ60.27364.91
γ7-0.1491-2.61
γ80.12162.20
γ9-0.1743-3.09
γ100.20722.83
Estimation Period:
Nov 8, 1994 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts