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Lydia Holding AS Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:37.82% (+2.79%)
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 SGARCH
paramt-stat
ω2.21403.95
α0.18589.21
β0.687621.79
γ10.14182.02
γ2-0.1952-2.03
γ30.04730.78
γ40.05080.86
γ5-0.0588-0.98
γ6-0.0500-0.75
γ70.21942.85
γ8-0.2996-4.01
γ90.25783.78
γ10-0.2907-3.39
Estimation Period:
Feb 16, 1994 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts