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V-Lab

Jungfraubahn Holding Ag Spline-GARCH Volatility Analysis
Volatility Prediction for Wednesday, February 11th, 2026:18.44% (-0.66%)
Analysis last updated: Thursday, February 12, 2026 at 12:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Jungfraubahn Holding Ag SGARCH
paramt-stat
ω1.01723.95
α0.13087.23
β0.743822.51
γ10.11651.48
γ2-0.2363-2.15
γ30.21893.73
γ4-0.2424-4.79
γ50.29005.45
γ6-0.2106-4.32
γ70.08721.66
γ8-0.0324-0.51
γ9-0.0645-0.67
Estimation Period:
Apr 4, 1997 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts