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Cloetta AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:32.56% (-2.55%)
Analysis last updated: Wednesday, February 11, 2026 at 11:47 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Cloetta AB S0GARCH
paramt-stat
ω2.59496.41
α0.15745.75
β0.607211.06
γ10.67433.38
γ2-0.9197-3.04
γ30.31751.74
γ4-0.0030-0.02
γ5-0.1937-1.55
γ60.18161.44
γ7-0.0080-0.06
γ8-0.0876-0.75
Estimation Period:
Dec 8, 2008 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts