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Kompanija Dunav Osiguranje Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:31.23% (+3.91%)
Analysis last updated: Sunday, February 8, 2026 at 03:30 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Kompanija Dunav Osiguranje S0GARCH
paramt-stat
ω1.31132.48
α0.08083.33
β0.781011.06
γ10.29030.48
γ2-0.9387-1.14
γ31.34502.82
γ4-1.1852-2.24
γ50.83531.13
γ6-0.7492-0.95
γ70.90301.50
γ8-1.1473-2.50
γ91.28662.67
γ10-0.8606-2.40
Estimation Period:
May 17, 2012 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts