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Norion Bank AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:73.72% (-12.63%)
Analysis last updated: Sunday, February 8, 2026 at 03:07 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Norion Bank AB S0GARCH
paramt-stat
ω0.92615.02
α0.10654.52
β0.65808.78
γ1-0.8461-1.95
γ21.56132.54
γ3-0.7067-1.46
γ4-0.3073-0.44
γ50.25930.36
γ60.05250.10
γ70.22200.55
γ8-0.3845-1.20
Estimation Period:
Jun 10, 2015 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts