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V-Lab

Morrow Bank AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:108.25% (-1.68%)
Analysis last updated: Sunday, February 8, 2026 at 02:29 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

All

graph of Morrow Bank AB SGARCH
paramt-stat
ω0.85053.78
α0.12064.99
β0.831631.19
γ1-0.2321-0.14
γ20.51410.20
γ30.27120.16
γ4-1.8441-1.32
γ52.73611.85
γ6-2.2601-1.42
γ70.14750.08
γ82.26271.21
γ9-6.3479-2.16
γ1021.66332.48
Estimation Period:
Dec 4, 2017 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts