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V-Lab

Intrum AB Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:45.06% (-4.38%)
Analysis last updated: Thursday, February 12, 2026 at 12:08 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Intrum AB SGARCH
paramt-stat
ω1.29304.14
α0.17095.56
β0.59557.04
γ1-0.1557-0.89
γ20.48731.84
γ3-0.6327-4.02
γ40.43513.64
γ5-0.1588-1.34
γ60.11220.90
γ7-0.1643-1.22
γ80.09070.62
γ90.15030.96
γ10-0.6128-3.14
Estimation Period:
Jun 7, 2002 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts