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V-Lab

NN Group NV Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:17.85% (+2.49%)
Analysis last updated: Sunday, February 8, 2026 at 02:05 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of NN Group NV S0GARCH
paramt-stat
ω0.92894.21
α0.15604.88
β0.62769.63
γ10.79431.59
γ2-1.5876-2.10
γ31.20942.47
γ4-0.1175-0.26
γ5-1.0215-1.94
γ61.44192.75
γ7-1.1730-2.91
γ80.31260.64
γ90.39910.80
Estimation Period:
Jul 1, 2014 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts