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Gyldendalske Boghandel Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:67.43% (+1.76%)
Analysis last updated: Wednesday, February 11, 2026 at 08:35 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Gyldendalske Boghandel S0GARCH
paramt-stat
ω0.89473.90
α0.15376.46
β0.723017.54
γ1-0.3204-2.87
γ20.57353.70
γ3-0.5384-5.58
γ40.50805.03
γ5-0.3693-3.31
γ60.24692.25
γ7-0.1238-1.65
Estimation Period:
Jan 2, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts