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Dfds A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Tuesday, February 10th, 2026:34.78% (-2.23%)
Analysis last updated: Tuesday, February 10, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dfds A/S S0GARCH
paramt-stat
ω0.90863.76
α0.16076.95
β0.647415.55
γ1-0.0792-0.90
γ20.19201.51
γ3-0.2624-3.15
γ40.26413.64
γ5-0.1755-3.07
γ60.10282.36
γ7-0.0677-1.54
γ80.05031.09
γ9-0.0358-0.77
γ100.00590.14
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts