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Investment AB Oresund Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:22.39% (-0.97%)
Analysis last updated: Sunday, February 8, 2026 at 03:44 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Investment AB Oresund S0GARCH
paramt-stat
ω2.09455.31
α0.09998.93
β0.812933.61
γ10.06501.49
γ2-0.0331-0.52
γ3-0.0991-2.19
γ40.18134.30
γ5-0.2346-5.17
γ60.18564.82
γ7-0.0635-1.77
γ8-0.0204-0.57
γ90.02481.03
Estimation Period:
Jan 18, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts