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V-Lab

Industrivarden AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:22.47% (-1.10%)
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 SGARCH
paramt-stat
ω1.31275.51
α0.09129.92
β0.870967.61
γ1-0.1113-2.47
γ20.24473.56
γ3-0.2628-5.97
γ40.23796.85
γ5-0.1767-4.73
γ60.07431.95
γ70.02750.70
γ8-0.0601-1.39
γ90.04180.63
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts