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V-Lab

NKT A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:43.30% (0.00%)
Analysis last updated: Saturday, February 7, 2026 at 10:30 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NKT A/S SGARCH
paramt-stat
ω1.30328.34
α0.04212.77
β0.78559.55
γ10.78353.85
γ2-1.3123-3.76
γ30.89902.73
γ4-0.5492-1.72
γ50.46481.67
γ6-0.5601-1.91
γ70.27130.84
γ80.07070.27
γ9-0.1353-0.61
γ100.27600.85
Estimation Period:
Jul 15, 2009 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts