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Lydia Holding AS Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:49.20% (+2.00%)
Analysis last updated: Sunday, February 8, 2026 at 04:12 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Lydia Holding AS S0GARCH
paramt-stat
ω1.98013.85
α0.17719.20
β0.704323.04
γ10.07791.35
γ2-0.1100-1.43
γ30.02190.47
γ40.07991.58
γ5-0.1803-2.92
γ60.23593.70
γ7-0.1901-3.27
γ80.08361.90
γ9-0.0282-1.07
Estimation Period:
Feb 16, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts