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Bavarian Nordic As Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:47.28% (-2.76%)
Analysis last updated: Friday, February 13, 2026 at 08:50 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Bavarian Nordic As S0GARCH
paramt-stat
ω0.90974.51
α0.25373.62
β0.29652.95
γ1-0.4807-1.99
γ20.83852.40
γ3-0.5719-2.75
γ40.32371.86
γ5-0.1934-1.63
γ60.23831.76
γ7-0.3422-1.85
γ80.26711.62
Estimation Period:
Sep 8, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts