Skip to main content
V-Lab

FirstFarms A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:25.05% (-0.08%)
Analysis last updated: Saturday, February 7, 2026 at 09:34 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of FirstFarms A/S S0GARCH
paramt-stat
ω0.31827.49
α0.25555.64
β0.40685.06
γ1-0.7028-5.01
γ20.73313.25
γ3-0.0411-0.26
γ4-0.0256-0.21
γ50.29412.48
γ6-0.5736-3.94
γ70.49262.78
γ8-0.2033-1.08
γ90.01230.08
Estimation Period:
Dec 12, 2006 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts