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V-Lab

Peab AB Zero Slope Spline-GARCH Volatility Analysis
Volatility Prediction for Monday, February 9th, 2026:48.89% (-1.83%)
Analysis last updated: Sunday, February 8, 2026 at 03:39 AM UTC
Date Range:

from

to

6M ·

1Y ·

2Y ·

5Y ·

10Y ·

All

graph of Peab AB S0GARCH
paramt-stat
ω1.95737.46
α0.16179.59
β0.721328.10
γ1-0.1440-3.03
γ20.30693.92
γ3-0.2794-4.92
γ40.23014.83
γ5-0.1658-3.71
γ60.01340.35
γ70.10312.82
γ8-0.0907-2.09
γ90.03770.84
γ10-0.0205-0.65
Estimation Period:
Jan 1, 1990 to Feb 6, 2026
Impact of return on volatility tomorrow
Volatility Forecasts