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NKT A/S Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:35.54% (+1.50%)
Analysis last updated: Saturday, February 7, 2026 at 09:49 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NKT A/S S0GARCH
paramt-stat
ω0.58057.27
α0.11817.87
β0.726920.59
γ1-0.0580-2.32
γ20.12013.24
γ3-0.1464-5.81
γ40.15826.30
γ5-0.1400-5.59
γ60.14115.47
γ7-0.1425-5.22
γ80.09303.91
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts