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V-Lab

Park Street A/S Spline-GARCH Volatility Analysis
Volatility Prediction for Friday, February 13th, 2026:43.74% (+10.14%)
Analysis last updated: Friday, February 13, 2026 at 08:33 PM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Park Street A/S SGARCH
paramt-stat
ω1.64075.79
α0.17997.70
β0.678818.69
γ10.23124.17
γ2-0.3174-3.40
γ30.17822.42
γ4-0.0182-0.29
γ5-0.2254-3.56
γ60.22773.29
γ7-0.1934-2.45
γ80.25443.32
γ9-0.3038-2.58
Estimation Period:
Jul 6, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts