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Djurslands Bank A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:60.93% (-5.23%)
Analysis last updated: Friday, February 13, 2026 at 08:37 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Djurslands Bank A/S S0GARCH
paramt-stat
ω0.82162.62
α0.14148.12
β0.838237.55
γ1-0.4729-2.70
γ20.76852.85
γ3-0.6843-3.38
γ40.93785.46
γ5-0.9552-6.79
γ60.48743.23
γ70.00750.05
γ8-0.1789-1.31
γ90.11930.94
γ10-0.0235-0.23
Estimation Period:
Jan 31, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts