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Micro Systemation AB Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.74% (-1.05%)
Analysis last updated: Sunday, February 8, 2026 at 03:42 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Micro Systemation AB SGARCH
paramt-stat
ω0.93666.93
α0.07184.58
β0.50163.89
γ1-0.5296-9.30
γ20.80239.68
γ3-0.4043-6.67
γ40.24483.65
γ5-0.1461-1.83
γ60.05470.60
γ7-0.1336-1.74
γ80.31553.11
Estimation Period:
Dec 1, 1999 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts