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V-Lab

cBrain A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Thursday, February 12th, 2026:65.61% (+8.61%)
Analysis last updated: Thursday, February 12, 2026 at 08:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of cBrain A/S S0GARCH
paramt-stat
ω0.69853.58
α0.14185.89
β0.732519.31
γ10.10290.65
γ2-0.3268-1.54
γ30.38983.15
γ4-0.3907-3.01
γ50.57375.10
γ6-0.6332-5.02
γ70.44983.27
γ8-0.2333-2.13
Estimation Period:
Feb 22, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts