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V-Lab

Newcap Holding A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:42.10% (+0.81%)
Analysis last updated: Saturday, February 7, 2026 at 09:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Newcap Holding A/S SGARCH
paramt-stat
ω0.63744.13
α0.16627.35
β0.780030.49
γ1-0.3841-4.23
γ20.61464.45
γ3-0.5084-4.79
γ40.54584.47
γ5-0.2955-2.16
γ6-0.1998-1.60
γ70.47373.65
γ8-0.3600-1.97
γ90.18060.91
γ10-0.1878-1.27
Estimation Period:
Oct 7, 1991 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts