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Djurslands Bank A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:62.50% (-5.24%)
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 SGARCH
paramt-stat
ω0.78622.63
α0.14198.10
β0.836137.08
γ1-0.4981-2.85
γ20.81013.01
γ3-0.7140-3.56
γ40.96405.70
γ5-0.9811-7.11
γ60.51443.48
γ7-0.0264-0.18
γ8-0.1235-0.88
γ90.00080.01
γ100.31941.05
Estimation Period:
Jan 31, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts