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Avanza Bank Holding AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:38.81% (-4.46%)
Analysis last updated: Sunday, February 15, 2026 at 02:56 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Avanza Bank Holding AB S0GARCH
paramt-stat
ω0.91578.38
α0.11767.61
β0.714319.22
γ10.00770.18
γ20.00860.13
γ3-0.0987-2.06
γ40.15093.40
γ5-0.0963-2.45
γ60.04741.21
γ7-0.0336-0.76
γ80.06701.32
γ9-0.1360-2.78
γ100.11993.37
Estimation Period:
Nov 26, 1992 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts