Skip to main content
V-Lab

H Lundbeck A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:33.91% (-1.87%)
Analysis last updated: Friday, February 13, 2026 at 08:39 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of H Lundbeck A/S S0GARCH
paramt-stat
ω0.65187.48
α0.11134.30
β0.62377.85
γ1-0.2197-2.39
γ20.15101.04
γ30.23102.06
γ4-0.3397-3.21
γ50.33783.40
γ6-0.2107-2.42
γ70.02370.24
γ80.03680.36
γ9-0.0139-0.15
γ100.01220.18
Estimation Period:
Jun 18, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts