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V-Lab

Dfds A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 16th, 2026:55.14% (-7.04%)
Analysis last updated: Saturday, February 14, 2026 at 09:53 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Dfds A/S SGARCH
paramt-stat
ω0.84983.62
α0.16156.86
β0.630114.53
γ1-0.1116-1.27
γ20.24401.94
γ3-0.2985-3.69
γ40.29734.20
γ5-0.2082-3.66
γ60.13323.09
γ7-0.0965-2.27
γ80.08751.96
γ9-0.1042-2.41
γ100.16992.82
Estimation Period:
Jan 1, 1990 to Feb 13, 2026
Impact of return on volatility tomorrow
Volatility Forecasts