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Industrivarden AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.31% (-1.11%)
Analysis last updated: Thursday, February 12, 2026 at 12:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Industrivarden AB S0GARCH
paramt-stat
ω1.30425.38
α0.09159.91
β0.870467.04
γ1-0.1032-2.26
γ20.22813.27
γ3-0.2470-5.56
γ40.22586.50
γ5-0.1698-4.59
γ60.07151.90
γ70.02780.73
γ8-0.0571-1.47
γ90.03211.16
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts